+926.7%
ECHO vs JBL
+100.1%
+826.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.7% |
| 7D | +5.7% | +6.3% | -0.7% | +3.4% |
| 30D | +13.8% | -13.5% | +27.3% | +19.6% |
| 3M | +9.1% | -31.3% | +40.4% | +22.9% |
| 6M | -24.9% | -28.4% | +3.5% | -17.4% |
| YTD | -8.0% | +11.6% | -19.6% | -13.6% |
| 1Y | +42.9% | +26.1% | +16.8% | +28.4% |
| 3Y | +926.7% | +97.4% | +829.3% | +640.7% |
| All | +926.7% | +100.1% | +826.6% | +640.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling