+258.5%
ECHO vs SONY
+8.4%
+250.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.1% |
| 7D | +5.3% | -4.9% | +10.2% | +7.5% |
| 30D | +2.4% | -1.6% | +4.0% | +2.9% |
| 3M | -21.8% | +10.0% | -31.8% | -25.6% |
| 6M | -16.9% | +8.4% | -25.3% | -20.6% |
| YTD | -16.0% | -8.4% | -7.6% | -13.7% |
| 1Y | +9.3% | -18.4% | +27.6% | +17.0% |
| 3Y | +406.2% | +41.0% | +365.2% | +317.8% |
| All | +258.5% | +8.4% | +250.1% | +213.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling