+188.4%
ECHO vs RMBS
+554.0%
-365.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.2% |
| 7D | +2.3% | +1.2% | +1.1% | +2.0% |
| 30D | +4.4% | -11.5% | +15.9% | +7.5% |
| 3M | -20.3% | -38.2% | +17.9% | -11.1% |
| 6M | -15.3% | -4.8% | -10.6% | -19.1% |
| YTD | -15.5% | -7.1% | -8.4% | -19.9% |
| 1Y | +15.0% | +10.7% | +4.3% | +0.6% |
| 3Y | +409.1% | +54.5% | +354.7% | +275.0% |
| 5Y | +260.6% | +261.7% | -1.0% | +88.0% |
| All | +188.4% | +554.0% | -365.6% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RMBS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling