+191.3%
ECHO vs RMD
+269.7%
-78.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.2% |
| 7D | +5.3% | -4.7% | +10.1% | +6.2% |
| 30D | +2.4% | +0.2% | +2.2% | +2.3% |
| 3M | -21.8% | +12.0% | -33.8% | -23.8% |
| 6M | -16.9% | -12.5% | -4.4% | -15.2% |
| YTD | -16.0% | -7.9% | -8.1% | -15.2% |
| 1Y | +9.3% | -20.4% | +29.7% | +13.3% |
| 3Y | +406.2% | +53.1% | +353.1% | +353.9% |
| 5Y | +251.0% | -22.1% | +273.1% | +251.4% |
| 10Y | +191.3% | +275.4% | -84.2% | +119.1% |
| All | +191.3% | +269.7% | -78.4% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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