+262.5%
ECHO vs REPL
-35.6%
+298.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.0% | -2.8% | +4.9% |
| 7D | -2.4% | +22.8% | -25.2% | -3.3% |
| 30D | -3.1% | +63.8% | -66.9% | -5.4% |
| 3M | +8.7% | +68.1% | -59.4% | +5.9% |
| 6M | -24.8% | +528.5% | -553.2% | -34.3% |
| YTD | -13.0% | +122.4% | -135.4% | -22.1% |
| 1Y | +33.9% | +154.4% | -120.4% | +18.7% |
| 3Y | +791.8% | +68.0% | +723.8% | +589.2% |
| All | +262.5% | -35.6% | +298.1% | +206.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling