+251.0%
ECHO vs SPXU
-85.9%
+336.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.7% | -1.7% |
| 7D | +5.3% | +1.3% | +4.1% | +5.9% |
| 30D | +2.4% | +5.1% | -2.7% | +4.5% |
| 3M | -21.8% | -9.1% | -12.7% | -23.5% |
| 6M | -16.9% | -29.6% | +12.7% | -24.6% |
| YTD | -16.0% | -27.7% | +11.7% | -22.6% |
| 1Y | +9.3% | -37.0% | +46.2% | -3.2% |
| 3Y | +406.2% | -80.2% | +486.4% | +251.4% |
| 5Y | +251.0% | -86.0% | +337.0% | +148.9% |
| All | +251.0% | -85.9% | +336.8% | +148.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling