+251.0%
ECHO vs RNG
-70.2%
+321.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.5% | -2.1% |
| 7D | +5.3% | -4.1% | +9.4% | +5.9% |
| 30D | +2.4% | +8.6% | -6.2% | +1.1% |
| 3M | -21.8% | +78.0% | -99.8% | -28.8% |
| 6M | -16.9% | +67.0% | -84.0% | -24.5% |
| YTD | -16.0% | +142.4% | -158.4% | -29.9% |
| 1Y | +9.3% | +120.4% | -111.2% | -7.4% |
| 3Y | +406.2% | +122.1% | +284.1% | +315.6% |
| 5Y | +251.0% | -69.8% | +320.8% | +246.6% |
| All | +251.0% | -70.2% | +321.2% | +246.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling