+262.5%
ECHO vs IR
+44.3%
+218.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.4% | +3.8% | +4.5% |
| 7D | -2.4% | +3.7% | -6.1% | -4.1% |
| 30D | -3.1% | +7.4% | -10.6% | -6.5% |
| 3M | +8.7% | -5.9% | +14.6% | +12.2% |
| 6M | -24.8% | +5.6% | -30.3% | -27.6% |
| YTD | -13.0% | +4.8% | -17.8% | -17.8% |
| 1Y | +33.9% | +6.9% | +27.0% | +24.8% |
| 3Y | +791.8% | +27.6% | +764.2% | +649.1% |
| All | +262.5% | +44.3% | +218.2% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling