+37.2%
ECHO vs RF
+20.4%
+16.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.2% | +4.8% | +6.6% |
| 7D | +3.0% | -0.1% | +3.2% | +3.0% |
| 30D | +6.7% | +7.0% | -0.3% | +5.9% |
| 3M | +12.4% | -7.0% | +19.4% | +13.0% |
| 6M | -20.4% | +6.8% | -27.2% | -21.1% |
| YTD | -6.9% | +9.9% | -16.8% | -10.9% |
| All | +37.2% | +20.4% | +16.8% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling