+412.7%
ECHO vs JBL
+189.2%
+223.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +5.3% | +4.0% | +1.3% | +4.0% |
| 30D | +2.4% | -7.5% | +9.9% | +4.9% |
| 3M | -21.8% | -14.1% | -7.7% | -18.4% |
| 6M | -16.9% | +25.9% | -42.8% | -24.1% |
| YTD | -16.0% | +36.7% | -52.6% | -25.8% |
| 1Y | +9.3% | +49.0% | -39.7% | -7.1% |
| All | +412.7% | +189.2% | +223.5% | +228.9% |
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