+191.3%
ECHO vs RVTY
+134.6%
+56.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.5% |
| 7D | +5.3% | -5.4% | +10.8% | +7.1% |
| 30D | +2.4% | +6.7% | -4.3% | +0.3% |
| 3M | -21.8% | +19.0% | -40.8% | -26.2% |
| 6M | -16.9% | +34.6% | -51.6% | -25.0% |
| YTD | -16.0% | +28.3% | -44.3% | -23.2% |
| 1Y | +9.3% | +46.0% | -36.8% | -4.4% |
| 3Y | +406.2% | +16.9% | +389.3% | +358.3% |
| 5Y | +251.0% | -32.9% | +283.9% | +269.9% |
| 10Y | +191.3% | +141.6% | +49.6% | +71.4% |
| All | +191.3% | +134.6% | +56.7% | +71.4% |
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