+34.2%
ECHO vs SHAK
-21.2%
+55.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.8% | -7.1% | -3.6% |
| 7D | +4.6% | +8.3% | -3.7% | +3.7% |
| 30D | +0.4% | +16.7% | -16.3% | -1.3% |
| 3M | +7.7% | +10.0% | -2.3% | +6.2% |
| 6M | -18.0% | -23.8% | +5.8% | -16.5% |
| YTD | -9.3% | -10.3% | +1.0% | -8.0% |
| 1Y | +34.2% | -22.9% | +57.1% | +37.0% |
| All | +34.2% | -21.2% | +55.5% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling