+188.4%
ECHO vs SPXU
-99.5%
+287.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.3% | +1.2% |
| 7D | +2.3% | +6.4% | -4.1% | +4.4% |
| 30D | +4.4% | +5.9% | -1.6% | +6.5% |
| 3M | -20.3% | -11.7% | -8.6% | -22.6% |
| 6M | -15.3% | -28.7% | +13.3% | -22.2% |
| YTD | -15.5% | -26.4% | +10.9% | -21.1% |
| 1Y | +15.0% | -35.2% | +50.2% | +3.9% |
| 3Y | +409.1% | -79.8% | +488.9% | +261.5% |
| 5Y | +260.6% | -86.1% | +346.7% | +159.9% |
| All | +188.4% | -99.5% | +287.9% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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