+240.0%
ECHO vs IT
+968.9%
-728.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +1.4% |
| 7D | +3.4% | -6.0% | +9.4% | +5.3% |
| 30D | +2.4% | 0.0% | +2.4% | +1.9% |
| 3M | -28.0% | +13.1% | -41.0% | -32.3% |
| 6M | -21.2% | +11.7% | -32.9% | -26.8% |
| YTD | -17.4% | -26.1% | +8.7% | -12.6% |
| 1Y | +33.6% | -21.3% | +54.8% | +37.0% |
| 3Y | +419.7% | -46.7% | +466.4% | +497.0% |
| 5Y | +241.7% | -40.5% | +282.2% | +268.8% |
| 10Y | +180.8% | +103.9% | +76.9% | +89.4% |
| All | +240.0% | +968.9% | -728.9% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling