+163.2%
ECHO vs RACE
+658.9%
-495.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.8% | -0.3% | -2.8% |
| 7D | -2.4% | +5.1% | -7.5% | -4.0% |
| 30D | -3.1% | +7.7% | -10.8% | -5.6% |
| 3M | +8.7% | +2.2% | +6.5% | +7.7% |
| 6M | -24.8% | +23.8% | -48.5% | -30.2% |
| YTD | -13.0% | +13.9% | -26.9% | -17.7% |
| 1Y | +33.9% | +3.8% | +30.2% | +30.3% |
| 3Y | +791.8% | +28.0% | +763.8% | +683.9% |
| 5Y | +261.7% | +64.9% | +196.8% | +183.8% |
| 10Y | +157.3% | +780.4% | -623.1% | +18.6% |
| All | +163.2% | +658.9% | -495.7% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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