+159.8%
ECHO vs RVTY
+212.9%
-53.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.2% |
| 7D | +2.2% | -2.7% | +4.9% | +3.2% |
| 30D | +9.8% | +3.2% | +6.6% | +8.9% |
| 3M | +16.8% | +37.2% | -20.4% | +5.9% |
| 6M | -18.1% | +57.7% | -75.8% | -29.2% |
| YTD | -4.2% | +64.8% | -69.0% | -18.9% |
| 1Y | +41.2% | +72.8% | -31.6% | +17.7% |
| 3Y | +943.7% | +89.8% | +853.9% | +715.3% |
| 5Y | +277.5% | -8.4% | +286.0% | +260.6% |
| 10Y | +159.8% | +219.5% | -59.7% | +44.9% |
| All | +159.8% | +212.9% | -53.2% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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