+224.2%
ECHO vs RMBS
+249.7%
-25.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | +9.1% | +21.9% | -12.8% | +4.3% |
| 30D | +7.2% | -13.4% | +20.6% | +10.3% |
| 3M | +6.1% | -15.9% | +22.0% | +9.4% |
| 6M | -24.2% | -34.8% | +10.6% | -19.0% |
| YTD | -9.7% | -7.5% | -2.2% | -14.1% |
| 1Y | +40.9% | -16.9% | +57.8% | +36.8% |
| 3Y | +883.3% | +35.5% | +847.7% | +679.3% |
| 5Y | +224.2% | +254.2% | -30.0% | +82.6% |
| All | +224.2% | +249.7% | -25.5% | +82.6% |
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