+262.5%
ECHO vs RF
+42.5%
+220.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -2.8% |
| 7D | -2.4% | -0.9% | -1.5% | -2.0% |
| 30D | -3.1% | +6.0% | -9.2% | -6.1% |
| 3M | +8.7% | -8.9% | +17.6% | +13.7% |
| 6M | -24.8% | +2.3% | -27.1% | -26.4% |
| YTD | -13.0% | +7.6% | -20.5% | -18.1% |
| 1Y | +33.9% | +21.2% | +12.8% | +18.0% |
| 3Y | +791.8% | +108.5% | +683.3% | +497.5% |
| All | +262.5% | +42.5% | +220.0% | +185.1% |
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 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