+260.6%
ECHO vs SHAK
-27.4%
+288.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.1% |
| 7D | +2.3% | -11.0% | +13.3% | +5.1% |
| 30D | +4.4% | -14.0% | +18.4% | +8.1% |
| 3M | -20.3% | +13.3% | -33.5% | -23.3% |
| 6M | -15.3% | -35.3% | +20.0% | -8.4% |
| YTD | -15.5% | -24.0% | +8.5% | -12.8% |
| 1Y | +15.0% | -36.7% | +51.7% | +23.7% |
| 3Y | +409.1% | -5.4% | +414.5% | +386.7% |
| 5Y | +260.6% | -24.9% | +285.5% | +227.9% |
| All | +260.6% | -27.4% | +288.0% | +227.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling