+304.0%
ECHO vs S
-51.5%
+355.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.3% | +2.3% | -3.2% |
| 7D | +9.1% | +4.1% | +5.1% | +8.6% |
| 30D | +7.2% | -7.2% | +14.3% | +8.2% |
| 3M | +6.1% | 0.0% | +6.1% | +5.7% |
| 6M | -24.2% | +41.6% | -65.8% | -27.9% |
| YTD | -9.7% | +48.6% | -58.3% | -15.2% |
| 1Y | +40.9% | +30.0% | +10.9% | +34.2% |
| 3Y | +883.3% | +42.2% | +841.1% | +829.5% |
| 5Y | +224.2% | -70.8% | +295.0% | +215.5% |
| All | +304.0% | -51.5% | +355.5% | +300.5% |
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