+251.0%
ECHO vs IT
-45.7%
+296.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.6% | -1.9% |
| 7D | +5.3% | -9.1% | +14.5% | +7.3% |
| 30D | +2.4% | -12.2% | +14.6% | +4.9% |
| 3M | -21.8% | +7.8% | -29.6% | -24.4% |
| 6M | -16.9% | +2.0% | -18.9% | -19.2% |
| YTD | -16.0% | -32.7% | +16.7% | -7.6% |
| 1Y | +9.3% | -31.1% | +40.4% | +18.2% |
| 3Y | +406.2% | -52.1% | +458.3% | +516.1% |
| 5Y | +251.0% | -46.3% | +297.2% | +286.7% |
| All | +251.0% | -45.7% | +296.7% | +286.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling