+192.5%
ECHO vs RUN
+42.2%
+150.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +3.7% | -3.7% | +7.4% | +4.2% |
| 30D | +0.7% | -13.0% | +13.7% | +2.2% |
| 3M | -27.3% | -31.8% | +4.5% | -24.5% |
| 6M | -17.0% | -32.2% | +15.3% | -14.0% |
| YTD | -14.3% | -53.5% | +39.2% | -9.0% |
| 1Y | +20.9% | -46.5% | +67.4% | +25.4% |
| 3Y | +423.0% | -37.6% | +460.6% | +364.8% |
| 5Y | +265.7% | -80.9% | +346.5% | +253.8% |
| All | +192.5% | +42.2% | +150.3% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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