+144.7%
ECHO vs REPL
-6.0%
+150.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | +3.4% | -3.0% | +6.4% | +3.6% |
| 30D | +2.4% | +27.1% | -24.8% | +0.9% |
| 3M | -28.0% | +52.4% | -80.3% | -31.4% |
| 6M | -21.2% | +107.4% | -128.7% | -30.9% |
| YTD | -17.4% | +54.7% | -72.1% | -26.2% |
| 1Y | +33.6% | +158.9% | -125.3% | +10.5% |
| 3Y | +419.7% | -23.7% | +443.4% | +312.5% |
| 5Y | +241.7% | -54.3% | +296.0% | +176.0% |
| All | +144.7% | -6.0% | +150.7% | +70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling