+240.0%
ECHO vs M
+64.9%
+175.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.6% |
| 7D | +3.4% | +4.7% | -1.3% | +2.4% |
| 30D | +2.4% | -9.6% | +12.0% | +4.6% |
| 3M | -28.0% | +0.9% | -28.8% | -28.4% |
| 6M | -21.2% | +22.3% | -43.5% | -25.2% |
| YTD | -17.4% | +6.5% | -23.9% | -19.6% |
| 1Y | +33.6% | +38.8% | -5.2% | +21.8% |
| 3Y | +419.7% | +115.9% | +303.8% | +312.9% |
| 5Y | +241.7% | +28.6% | +213.1% | +183.8% |
| 10Y | +180.8% | -2.5% | +183.3% | +108.6% |
| All | +240.0% | +64.9% | +175.1% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling