+192.5%
ECHO vs SHAK
+87.2%
+105.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +0.7% |
| 7D | +3.7% | -8.3% | +12.0% | +5.7% |
| 30D | +0.7% | -12.6% | +13.3% | +3.7% |
| 3M | -27.3% | +9.1% | -36.4% | -29.4% |
| 6M | -17.0% | -31.2% | +14.3% | -11.8% |
| YTD | -14.3% | -21.6% | +7.3% | -12.2% |
| 1Y | +20.9% | -38.8% | +59.7% | +30.7% |
| 3Y | +423.0% | +0.6% | +422.3% | +392.6% |
| 5Y | +265.7% | -22.5% | +288.2% | +247.2% |
| All | +192.5% | +87.2% | +105.2% | +103.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling