+192.5%
ECHO vs SONY
+293.1%
-100.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.8% |
| 7D | +3.7% | -2.7% | +6.4% | +4.7% |
| 30D | +0.7% | +1.5% | -0.8% | -0.1% |
| 3M | -27.3% | +13.0% | -40.3% | -31.2% |
| 6M | -17.0% | +11.2% | -28.2% | -21.0% |
| YTD | -14.3% | -6.6% | -7.7% | -12.9% |
| 1Y | +20.9% | -18.1% | +39.0% | +28.5% |
| 3Y | +423.0% | +42.1% | +380.9% | +343.9% |
| 5Y | +265.7% | +11.0% | +254.6% | +230.5% |
| All | +192.5% | +293.1% | -100.6% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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