+251.0%
ECHO vs RMBS
+269.8%
-18.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | +5.3% | +3.5% | +1.9% | +4.6% |
| 30D | +2.4% | -8.6% | +11.0% | +4.3% |
| 3M | -21.8% | -40.3% | +18.5% | -13.7% |
| 6M | -16.9% | -1.0% | -15.9% | -20.9% |
| YTD | -16.0% | -4.6% | -11.4% | -20.2% |
| 1Y | +9.3% | +17.6% | -8.3% | -4.0% |
| 3Y | +406.2% | +58.6% | +347.6% | +289.4% |
| 5Y | +251.0% | +270.9% | -20.0% | +108.9% |
| All | +251.0% | +269.8% | -18.9% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling