+240.0%
ECHO vs RVTY
+467.7%
-227.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +3.4% | +1.1% | +2.3% | +3.0% |
| 30D | +2.4% | +13.2% | -10.9% | -2.4% |
| 3M | -28.0% | +27.2% | -55.2% | -34.6% |
| 6M | -21.2% | +32.4% | -53.7% | -30.0% |
| YTD | -17.4% | +34.9% | -52.3% | -27.4% |
| 1Y | +33.6% | +52.4% | -18.8% | +11.5% |
| 3Y | +419.7% | +12.3% | +407.4% | +368.0% |
| 5Y | +241.7% | -30.8% | +272.5% | +259.9% |
| 10Y | +180.8% | +150.7% | +30.1% | +57.3% |
| All | +240.0% | +467.7% | -227.7% | +19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling