+258.3%
ECHO vs M
+66.5%
+191.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.6% | +9.8% | +6.2% |
| 7D | -2.4% | -4.3% | +1.9% | -1.6% |
| 30D | -3.1% | +1.3% | -4.4% | -3.7% |
| 3M | +8.7% | -7.4% | +16.1% | +9.9% |
| 6M | -24.8% | +18.3% | -43.1% | -28.2% |
| YTD | -13.0% | +7.6% | -20.5% | -15.9% |
| 1Y | +33.9% | +17.4% | +16.5% | +26.7% |
| 3Y | +791.8% | +108.4% | +683.4% | +608.4% |
| 5Y | +261.7% | -10.6% | +272.3% | +226.8% |
| 10Y | +157.3% | -3.2% | +160.5% | +90.9% |
| All | +258.3% | +66.5% | +191.7% | +89.1% |
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