+287.0%
ECHO vs RVTY
+590.3%
-303.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.7% |
| 7D | +3.6% | -0.7% | +4.4% | +4.1% |
| 30D | +7.5% | +1.7% | +5.7% | +6.9% |
| 3M | +16.2% | +36.8% | -20.6% | +2.9% |
| 6M | -20.9% | +60.1% | -81.0% | -34.3% |
| YTD | -6.0% | +64.0% | -69.9% | -23.4% |
| 1Y | +43.4% | +68.2% | -24.8% | +15.5% |
| 3Y | +924.0% | +88.8% | +835.3% | +656.2% |
| 5Y | +249.6% | -10.5% | +260.2% | +233.1% |
| 10Y | +151.3% | +219.7% | -68.4% | +27.9% |
| All | +287.0% | +590.3% | -303.3% | +26.0% |
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