+705.5%
ECHO vs SPXU
-100.0%
+805.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +2.3% |
| 7D | +5.7% | -7.6% | +13.3% | +3.2% |
| 30D | +13.8% | +5.3% | +8.5% | +16.9% |
| 3M | +9.1% | +9.6% | -0.6% | +14.0% |
| 6M | -24.9% | -4.5% | -20.4% | -23.9% |
| YTD | -8.0% | -25.9% | +17.9% | -12.8% |
| 1Y | +42.9% | -28.9% | +71.8% | +34.2% |
| 3Y | +926.7% | -80.5% | +1,007.2% | +620.9% |
| 5Y | +230.4% | -83.4% | +313.7% | +152.1% |
| 10Y | +145.9% | -99.5% | +245.4% | -13.5% |
| All | +705.5% | -100.0% | +805.5% | +24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling