+144.9%
ECHO vs RMBS
+534.0%
-389.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.7% |
| 7D | +5.7% | +10.3% | -4.6% | +2.9% |
| 30D | +13.8% | -10.7% | +24.5% | +16.8% |
| 3M | +9.1% | -17.2% | +26.3% | +13.5% |
| 6M | -24.9% | -39.0% | +14.1% | -17.5% |
| YTD | -8.0% | -10.5% | +2.5% | -12.5% |
| 1Y | +42.9% | -11.0% | +53.9% | +35.5% |
| 3Y | +926.7% | +31.3% | +895.4% | +692.1% |
| 5Y | +230.4% | +242.8% | -12.4% | +73.4% |
| All | +144.9% | +534.0% | -389.1% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling