+144.9%
ECHO vs ROST
+300.7%
-155.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.7% |
| 7D | +5.7% | +0.3% | +5.4% | +5.6% |
| 30D | +13.8% | +0.5% | +13.3% | +13.4% |
| 3M | +9.1% | -5.2% | +14.3% | +10.6% |
| 6M | -24.9% | +9.8% | -34.8% | -28.3% |
| YTD | -8.0% | +29.4% | -37.4% | -17.6% |
| 1Y | +42.9% | +44.4% | -1.5% | +22.8% |
| 3Y | +926.7% | +95.0% | +831.7% | +684.9% |
| 5Y | +230.4% | +111.9% | +118.5% | +138.1% |
| All | +144.9% | +300.7% | -155.8% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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