+159.8%
ECHO vs M
-3.0%
+162.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | +2.2% | +5.0% | -2.8% | +1.1% |
| 30D | +9.8% | +10.6% | -0.8% | +7.4% |
| 3M | +16.8% | +1.6% | +15.3% | +15.9% |
| 6M | -18.1% | +30.8% | -48.9% | -23.1% |
| YTD | -4.2% | +16.9% | -21.1% | -8.6% |
| 1Y | +41.2% | +26.3% | +15.0% | +32.3% |
| 3Y | +943.7% | +158.6% | +785.1% | +709.3% |
| 5Y | +277.5% | +2.1% | +275.4% | +233.5% |
| 10Y | +159.8% | -4.3% | +164.1% | +83.4% |
| All | +159.8% | -3.0% | +162.8% | +83.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling