+412.3%
ECHO vs S
+16.9%
+395.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +3.4% | -7.7% | +11.1% | +5.3% |
| 30D | +2.4% | -5.3% | +7.7% | +3.1% |
| 3M | -28.0% | +20.3% | -48.2% | -32.0% |
| 6M | -21.2% | +47.4% | -68.6% | -30.6% |
| YTD | -17.4% | +32.5% | -49.9% | -25.1% |
| 1Y | +33.6% | +9.5% | +24.1% | +26.7% |
| All | +412.3% | +16.9% | +395.3% | +300.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling