+260.6%
ECHO vs RSG
+89.5%
+171.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +2.3% | -1.8% | +4.1% | +2.5% |
| 30D | +4.4% | +2.8% | +1.6% | +4.0% |
| 3M | -20.3% | +4.3% | -24.6% | -21.0% |
| 6M | -15.3% | -0.5% | -14.8% | -15.3% |
| YTD | -15.5% | +5.2% | -20.7% | -16.4% |
| 1Y | +15.0% | -2.1% | +17.1% | +15.5% |
| 3Y | +409.1% | +56.5% | +352.6% | +368.1% |
| 5Y | +260.6% | +89.5% | +171.1% | +225.9% |
| All | +260.6% | +89.5% | +171.1% | +225.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling