+259.3%
ECHO vs M
+24.8%
+234.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.6% | +6.6% | +4.6% |
| 7D | +8.6% | +2.4% | +6.2% | +8.0% |
| 30D | +3.8% | -11.6% | +15.4% | +6.4% |
| 3M | -19.9% | +1.6% | -21.5% | -20.5% |
| 6M | -12.1% | +25.2% | -37.3% | -16.8% |
| YTD | -14.1% | +3.8% | -17.8% | -15.8% |
| 1Y | +15.9% | +36.3% | -20.5% | +6.2% |
| 3Y | +417.8% | +116.3% | +301.5% | +309.9% |
| 5Y | +259.3% | +28.2% | +231.1% | +212.4% |
| All | +259.3% | +24.8% | +234.5% | +212.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling