+33.6%
ECHO vs REPL
+161.1%
-127.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +3.4% | -3.0% | +6.4% | +3.4% |
| 30D | +2.4% | +27.1% | -24.8% | +2.0% |
| 3M | -28.0% | +52.4% | -80.3% | -28.3% |
| 6M | -21.2% | +107.4% | -128.7% | -24.4% |
| YTD | -17.4% | +54.7% | -72.1% | -20.6% |
| 1Y | +33.6% | +158.9% | -125.3% | +26.6% |
| All | +33.6% | +161.1% | -127.5% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling