+251.0%
ECHO vs JBL
+410.1%
-159.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +5.3% | +4.0% | +1.3% | +3.9% |
| 30D | +2.4% | -7.5% | +9.9% | +5.0% |
| 3M | -21.8% | -14.1% | -7.7% | -18.1% |
| 6M | -16.9% | +25.9% | -42.8% | -24.7% |
| YTD | -16.0% | +36.7% | -52.6% | -26.6% |
| 1Y | +9.3% | +49.0% | -39.7% | -8.4% |
| 3Y | +406.2% | +191.8% | +214.4% | +213.4% |
| 5Y | +251.0% | +409.8% | -158.8% | +66.7% |
| All | +251.0% | +410.1% | -159.1% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling