+259.3%
ECHO vs RMD
-21.0%
+280.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.2% | +7.2% | +4.6% |
| 7D | +8.6% | -4.5% | +13.0% | +9.5% |
| 30D | +3.8% | +4.6% | -0.8% | +2.7% |
| 3M | -19.9% | +14.8% | -34.7% | -22.5% |
| 6M | -12.1% | -12.1% | 0.0% | -10.1% |
| YTD | -14.1% | -7.5% | -6.6% | -13.1% |
| 1Y | +15.9% | -20.1% | +35.9% | +20.6% |
| 3Y | +417.8% | +53.9% | +364.0% | +357.5% |
| 5Y | +259.3% | -22.2% | +281.5% | +226.5% |
| All | +259.3% | -21.0% | +280.3% | +226.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling