+188.4%
ECHO vs IT
+92.9%
+95.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.4% |
| 7D | +2.3% | -12.7% | +15.0% | +6.4% |
| 30D | +4.4% | -8.9% | +13.3% | +6.7% |
| 3M | -20.3% | +10.1% | -30.4% | -24.7% |
| 6M | -15.3% | +7.3% | -22.6% | -20.6% |
| YTD | -15.5% | -32.4% | +16.9% | -7.0% |
| 1Y | +15.0% | -26.6% | +41.6% | +21.2% |
| 3Y | +409.1% | -51.8% | +461.0% | +517.5% |
| 5Y | +260.6% | -45.6% | +306.2% | +303.0% |
| All | +188.4% | +92.9% | +95.5% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling