+33.6%
ECHO vs M
+46.1%
-12.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.2% |
| 7D | +3.4% | +4.7% | -1.3% | +3.1% |
| 30D | +2.4% | -9.6% | +12.0% | +3.2% |
| 3M | -28.0% | +0.9% | -28.8% | -28.1% |
| 6M | -21.2% | +22.3% | -43.5% | -20.9% |
| YTD | -17.4% | +6.5% | -23.9% | -17.1% |
| 1Y | +33.6% | +38.8% | -5.2% | +38.6% |
| All | +33.6% | +46.1% | -12.6% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling