+269.7%
ECHO vs S
-56.8%
+326.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +3.4% | -7.7% | +11.1% | +4.4% |
| 30D | +2.4% | -5.3% | +7.7% | +2.8% |
| 3M | -28.0% | +20.3% | -48.2% | -29.9% |
| 6M | -21.2% | +47.4% | -68.6% | -25.8% |
| YTD | -17.4% | +32.5% | -49.9% | -21.2% |
| 1Y | +33.6% | +9.5% | +24.1% | +30.0% |
| 3Y | +419.7% | +15.5% | +404.2% | +402.1% |
| 5Y | +241.7% | -71.2% | +312.9% | +238.5% |
| All | +269.7% | -56.8% | +326.5% | +272.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling