+144.9%
ECHO vs RF
+223.4%
-78.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.3% |
| 7D | +5.7% | +1.9% | +3.7% | +4.8% |
| 30D | +13.8% | +7.3% | +6.5% | +10.1% |
| 3M | +9.1% | -7.9% | +17.0% | +13.2% |
| 6M | -24.9% | +10.5% | -35.5% | -28.8% |
| YTD | -8.0% | +9.6% | -17.7% | -13.3% |
| 1Y | +42.9% | +20.3% | +22.6% | +28.8% |
| 3Y | +926.7% | +119.5% | +807.2% | +601.2% |
| 5Y | +230.4% | +48.2% | +182.2% | +160.8% |
| All | +144.9% | +223.4% | -78.5% | +30.3% |
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