+259.3%
ECHO vs S
-72.3%
+331.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.3% | +4.3% |
| 7D | +8.6% | -5.8% | +14.4% | +9.4% |
| 30D | +3.8% | -9.2% | +13.0% | +4.7% |
| 3M | -19.9% | +23.4% | -43.3% | -22.5% |
| 6M | -12.1% | +36.9% | -49.0% | -16.6% |
| YTD | -14.1% | +29.5% | -43.6% | -18.0% |
| 1Y | +15.9% | +5.4% | +10.4% | +13.2% |
| 3Y | +417.8% | +14.7% | +403.2% | +399.9% |
| 5Y | +259.3% | -71.5% | +330.8% | +258.7% |
| All | +259.3% | -72.3% | +331.6% | +258.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling