+159.0%
ECHO vs RF
+277.2%
-118.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.2% | +4.8% | +5.9% |
| 7D | +3.0% | -0.1% | +3.2% | +3.1% |
| 30D | +6.7% | +7.0% | -0.3% | +3.4% |
| 3M | +12.4% | -7.0% | +19.4% | +16.1% |
| 6M | -20.4% | +6.8% | -27.2% | -23.4% |
| YTD | -6.9% | +9.9% | -16.8% | -12.4% |
| 1Y | +37.7% | +21.1% | +16.6% | +23.8% |
| 3Y | +902.9% | +119.6% | +783.2% | +585.6% |
| 5Y | +275.3% | +46.2% | +229.2% | +198.2% |
| 10Y | +159.0% | +261.5% | -102.5% | +34.2% |
| All | +159.0% | +277.2% | -118.2% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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