+192.5%
ECHO vs JBL
+1,558.3%
-1,365.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.0% | -3.6% | -0.6% |
| 7D | +3.7% | +2.4% | +1.3% | +2.7% |
| 30D | +0.7% | -13.1% | +13.8% | +6.1% |
| 3M | -27.3% | -15.6% | -11.7% | -23.1% |
| 6M | -17.0% | +24.6% | -41.5% | -25.3% |
| YTD | -14.3% | +39.6% | -53.9% | -26.9% |
| 1Y | +20.9% | +48.6% | -27.7% | -0.3% |
| 3Y | +423.0% | +197.3% | +225.7% | +208.2% |
| 5Y | +265.7% | +413.0% | -147.3% | +65.8% |
| All | +192.5% | +1,558.3% | -1,365.9% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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