+926.7%
ECHO vs M
+158.0%
+768.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.6% |
| 7D | +5.7% | +7.0% | -1.3% | +4.3% |
| 30D | +13.8% | +8.9% | +4.9% | +11.6% |
| 3M | +9.1% | +4.5% | +4.6% | +7.7% |
| 6M | -24.9% | +36.2% | -61.1% | -30.2% |
| YTD | -8.0% | +15.1% | -23.1% | -12.0% |
| 1Y | +42.9% | +27.4% | +15.5% | +33.1% |
| 3Y | +926.7% | +160.1% | +766.5% | +661.9% |
| All | +926.7% | +158.0% | +768.7% | +661.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling