+926.7%
ECHO vs S
+41.6%
+885.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +5.7% | +2.0% | +3.7% | +5.2% |
| 30D | +13.8% | -2.7% | +16.5% | +14.4% |
| 3M | +9.1% | -6.9% | +16.0% | +10.1% |
| 6M | -24.9% | +38.1% | -63.0% | -31.5% |
| YTD | -8.0% | +48.0% | -56.0% | -18.3% |
| 1Y | +42.9% | +34.5% | +8.4% | +29.1% |
| 3Y | +926.7% | +38.3% | +888.4% | +757.5% |
| All | +926.7% | +41.6% | +885.1% | +757.5% |
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 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