+253.7%
ECHO vs RSG
+965.4%
-711.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | +8.6% | -0.7% | +9.3% | +8.9% |
| 30D | +3.8% | +3.3% | +0.5% | +2.1% |
| 3M | -19.9% | +8.5% | -28.4% | -23.5% |
| 6M | -12.1% | -3.5% | -8.5% | -11.6% |
| YTD | -14.1% | +5.5% | -19.5% | -17.2% |
| 1Y | +15.9% | -1.7% | +17.6% | +15.0% |
| 3Y | +417.8% | +56.9% | +361.0% | +304.6% |
| 5Y | +259.3% | +89.4% | +169.9% | +149.5% |
| 10Y | +192.7% | +412.5% | -219.8% | +21.3% |
| All | +253.7% | +965.4% | -711.7% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling