+33.6%
ECHO vs SHAK
-34.0%
+67.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.4% | -0.7% | +4.1% | +3.5% |
| 30D | +2.4% | -6.6% | +9.0% | +2.9% |
| 3M | -28.0% | +30.1% | -58.0% | -29.8% |
| 6M | -21.2% | -28.7% | +7.5% | -20.0% |
| YTD | -17.4% | -14.5% | -2.9% | -15.5% |
| 1Y | +33.6% | -31.9% | +65.5% | +27.9% |
| All | +33.6% | -34.0% | +67.6% | +27.9% |
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