+192.7%
ECHO vs RBA
+182.6%
+10.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +4.6% |
| 7D | +8.6% | -1.1% | +9.6% | +8.9% |
| 30D | +3.8% | -13.2% | +17.0% | +8.0% |
| 3M | -19.9% | -21.4% | +1.5% | -14.6% |
| 6M | -12.1% | -20.9% | +8.8% | -6.4% |
| YTD | -14.1% | -19.9% | +5.8% | -9.2% |
| 1Y | +15.9% | -28.7% | +44.5% | +26.7% |
| 3Y | +417.8% | +27.4% | +390.4% | +383.7% |
| 5Y | +259.3% | +41.7% | +217.6% | +218.2% |
| 10Y | +192.7% | +189.6% | +3.1% | +97.1% |
| All | +192.7% | +182.6% | +10.2% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling