+277.5%
ECHO vs RF
+45.3%
+232.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.3% |
| 7D | +2.2% | +0.3% | +1.8% | +2.1% |
| 30D | +9.8% | +6.2% | +3.6% | +6.5% |
| 3M | +16.8% | -7.8% | +24.7% | +21.6% |
| 6M | -18.1% | +5.9% | -24.0% | -21.2% |
| YTD | -4.2% | +9.0% | -13.2% | -10.3% |
| 1Y | +41.2% | +19.3% | +22.0% | +25.6% |
| 3Y | +943.7% | +116.4% | +827.2% | +586.7% |
| 5Y | +277.5% | +46.0% | +231.5% | +191.6% |
| All | +277.5% | +45.3% | +232.2% | +191.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling