+154.5%
ECHO vs REPL
-7.7%
+162.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.1% |
| 7D | +8.6% | -5.7% | +14.3% | +8.9% |
| 30D | +3.8% | +22.5% | -18.7% | +2.5% |
| 3M | -19.9% | +64.7% | -84.6% | -24.1% |
| 6M | -12.1% | +83.0% | -95.1% | -22.1% |
| YTD | -14.1% | +52.0% | -66.0% | -23.2% |
| 1Y | +15.9% | +144.5% | -128.7% | -3.6% |
| 3Y | +417.8% | -25.1% | +442.9% | +311.4% |
| 5Y | +259.3% | -52.9% | +312.2% | +189.2% |
| All | +154.5% | -7.7% | +162.2% | +77.3% |
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