+259.3%
ECHO vs RVTY
-32.1%
+291.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.6% |
| 7D | +8.6% | +0.4% | +8.2% | +8.4% |
| 30D | +3.8% | +10.8% | -7.1% | +0.9% |
| 3M | -19.9% | +26.8% | -46.7% | -25.0% |
| 6M | -12.1% | +39.3% | -51.4% | -20.0% |
| YTD | -14.1% | +31.6% | -45.7% | -20.9% |
| 1Y | +15.9% | +47.7% | -31.8% | +3.3% |
| 3Y | +417.8% | +19.9% | +397.9% | +369.1% |
| 5Y | +259.3% | -32.3% | +291.7% | +242.3% |
| All | +259.3% | -32.1% | +291.4% | +242.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling