+251.0%
ECHO vs JAAA
+26.7%
+224.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.3% |
| 7D | +5.3% | +0.1% | +5.2% | +5.1% |
| 30D | +2.4% | +0.5% | +2.0% | +1.5% |
| 3M | -21.8% | +1.2% | -23.0% | -23.8% |
| 6M | -16.9% | +2.7% | -19.6% | -21.5% |
| YTD | -16.0% | +3.2% | -19.2% | -21.4% |
| 1Y | +9.3% | +4.8% | +4.5% | -1.1% |
| 3Y | +406.2% | +19.0% | +387.2% | +307.6% |
| 5Y | +251.0% | +26.8% | +224.2% | +155.4% |
| All | +251.0% | +26.7% | +224.3% | +155.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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