+161.6%
ECHO vs RUN
-33.9%
+195.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.8% |
| 7D | +5.7% | -13.5% | +19.2% | +7.2% |
| 30D | +13.8% | +18.3% | -4.5% | +11.2% |
| 3M | +9.1% | -12.5% | +21.5% | +9.9% |
| 6M | -24.9% | -40.3% | +15.4% | -21.6% |
| YTD | -8.0% | -53.1% | +45.1% | -3.2% |
| 1Y | +42.9% | -54.3% | +97.2% | +50.5% |
| 3Y | +926.7% | -6.5% | +933.2% | +774.6% |
| 5Y | +230.4% | -85.3% | +315.6% | +230.6% |
| 10Y | +145.9% | +68.9% | +77.0% | +68.3% |
| All | +161.6% | -33.9% | +195.5% | +83.8% |
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