+273.4%
ECHO vs RF
+113.1%
+160.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.6% |
| 7D | +4.6% | +2.3% | +2.3% | +4.0% |
| 30D | +0.4% | +7.2% | -6.8% | -1.2% |
| 3M | +7.7% | -8.2% | +15.9% | +9.7% |
| 6M | -18.0% | +7.0% | -25.1% | -19.6% |
| YTD | -9.3% | +10.3% | -19.6% | -11.9% |
| 1Y | +34.2% | +25.1% | +9.1% | +26.7% |
| 3Y | +538.7% | +110.3% | +428.4% | +440.8% |
| 5Y | +279.9% | +47.1% | +232.8% | +243.2% |
| 10Y | +168.2% | +297.9% | -129.8% | +96.8% |
| All | +273.4% | +113.1% | +160.4% | +145.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling