+151.3%
ECHO vs RF
+241.0%
-89.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +3.6% | -1.3% | +5.0% | +4.4% |
| 30D | +7.5% | +4.6% | +2.8% | +5.2% |
| 3M | +16.2% | -8.4% | +24.6% | +20.8% |
| 6M | -20.9% | +8.9% | -29.7% | -24.5% |
| YTD | -6.0% | +8.8% | -14.8% | -11.1% |
| 1Y | +43.4% | +18.9% | +24.5% | +30.0% |
| 3Y | +924.0% | +116.0% | +808.1% | +605.4% |
| 5Y | +249.6% | +46.0% | +203.6% | +178.0% |
| 10Y | +151.3% | +231.7% | -80.5% | +34.4% |
| All | +151.3% | +241.0% | -89.8% | +34.4% |
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