+289.5%
ECHO vs S
-52.7%
+342.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +5.0% |
| 7D | -2.4% | -13.4% | +11.0% | -0.6% |
| 30D | -3.1% | -14.0% | +10.8% | -1.4% |
| 3M | +8.7% | +4.9% | +3.9% | +7.6% |
| 6M | -24.8% | +42.0% | -66.8% | -28.5% |
| YTD | -13.0% | +45.1% | -58.1% | -18.0% |
| 1Y | +33.9% | +33.1% | +0.9% | +27.1% |
| 3Y | +791.8% | +40.6% | +751.2% | +744.6% |
| 5Y | +261.7% | -67.5% | +329.2% | +253.8% |
| All | +289.5% | -52.7% | +342.2% | +287.3% |
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