+167.4%
ECHO vs REPL
+37.4%
+130.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.0% |
| 7D | +9.1% | +9.8% | -0.7% | +8.6% |
| 30D | +7.2% | +81.5% | -74.3% | +3.6% |
| 3M | +6.1% | +44.2% | -38.1% | +3.7% |
| 6M | -24.2% | +437.4% | -461.6% | -34.8% |
| YTD | -9.7% | +126.1% | -135.9% | -21.2% |
| 1Y | +40.9% | +143.1% | -102.2% | +22.2% |
| 3Y | +883.3% | +97.8% | +785.4% | +622.8% |
| 5Y | +224.2% | -34.3% | +258.5% | +156.6% |
| All | +167.4% | +37.4% | +130.0% | +81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling