+188.4%
ECHO vs RNG
+223.4%
-35.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.4% | +0.7% |
| 7D | +2.3% | -9.6% | +11.9% | +3.4% |
| 30D | +4.4% | +8.8% | -4.4% | +3.2% |
| 3M | -20.3% | +78.6% | -98.9% | -26.3% |
| 6M | -15.3% | +70.3% | -85.6% | -22.0% |
| YTD | -15.5% | +140.3% | -155.8% | -26.8% |
| 1Y | +15.0% | +126.6% | -111.6% | +0.3% |
| 3Y | +409.1% | +120.2% | +288.9% | +337.0% |
| 5Y | +260.6% | -68.3% | +328.9% | +251.3% |
| All | +188.4% | +223.4% | -35.0% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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