+192.5%
ECHO vs RSG
+428.9%
-236.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.7% | +1.1% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | +0.7% | +4.0% | -3.3% | -0.9% |
| 3M | -27.3% | +7.4% | -34.7% | -29.7% |
| 6M | -17.0% | +0.1% | -17.1% | -17.7% |
| YTD | -14.3% | +6.0% | -20.3% | -17.2% |
| 1Y | +20.9% | -3.0% | +23.9% | +21.2% |
| 3Y | +423.0% | +56.5% | +366.5% | +314.3% |
| 5Y | +265.7% | +90.9% | +174.8% | +154.4% |
| All | +192.5% | +428.9% | -236.5% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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