+144.9%
ECHO vs RMD
+347.3%
-202.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | +5.7% | +2.1% | +3.6% | +5.3% |
| 30D | +13.8% | +2.1% | +11.7% | +13.1% |
| 3M | +9.1% | +6.2% | +2.8% | +7.5% |
| 6M | -24.9% | +19.4% | -44.3% | -27.9% |
| YTD | -8.0% | +0.5% | -8.5% | -8.8% |
| 1Y | +42.9% | -3.9% | +46.8% | +42.8% |
| 3Y | +926.7% | +72.5% | +854.2% | +800.2% |
| 5Y | +230.4% | -1.5% | +231.9% | +216.6% |
| All | +144.9% | +347.3% | -202.5% | +84.8% |
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