+284.6%
ECHO vs S
-57.8%
+342.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.3% | +4.3% |
| 7D | +8.6% | -5.8% | +14.4% | +9.3% |
| 30D | +3.8% | -9.2% | +13.0% | +4.7% |
| 3M | -19.9% | +23.4% | -43.3% | -22.4% |
| 6M | -12.1% | +36.9% | -49.0% | -16.3% |
| YTD | -14.1% | +29.5% | -43.6% | -17.8% |
| 1Y | +15.9% | +5.4% | +10.4% | +13.4% |
| 3Y | +417.8% | +14.7% | +403.2% | +401.2% |
| 5Y | +259.3% | -71.5% | +330.8% | +256.8% |
| All | +284.6% | -57.8% | +342.4% | +288.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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