+134.9%
ECHO vs RUN
-31.9%
+166.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | +3.4% | +1.3% | +2.2% | +3.2% |
| 30D | +2.4% | -15.3% | +17.6% | +4.0% |
| 3M | -28.0% | -40.0% | +12.1% | -24.3% |
| 6M | -21.2% | -27.0% | +5.7% | -19.3% |
| YTD | -17.4% | -51.7% | +34.3% | -12.9% |
| 1Y | +33.6% | -45.9% | +79.5% | +37.7% |
| 3Y | +419.7% | -43.8% | +463.4% | +373.1% |
| 5Y | +241.7% | -80.5% | +322.2% | +230.2% |
| 10Y | +180.8% | +45.3% | +135.5% | +94.2% |
| All | +134.9% | -31.9% | +166.9% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling