+186.7%
ECHO vs IT
+91.9%
+94.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.6% | -1.7% |
| 7D | +5.3% | -9.1% | +14.5% | +8.2% |
| 30D | +2.4% | -12.2% | +14.6% | +5.9% |
| 3M | -21.8% | +7.8% | -29.6% | -25.6% |
| 6M | -16.9% | +2.0% | -18.9% | -20.7% |
| YTD | -16.0% | -32.7% | +16.7% | -7.4% |
| 1Y | +9.3% | -31.1% | +40.4% | +18.1% |
| 3Y | +406.2% | -52.1% | +458.3% | +514.9% |
| 5Y | +251.0% | -46.3% | +297.2% | +294.1% |
| All | +186.7% | +91.9% | +94.8% | +95.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling