+20.9%
ECHO vs SU
+67.3%
-46.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +3.7% | +2.2% | +1.5% | +3.7% |
| 30D | +0.7% | +8.4% | -7.7% | +0.7% |
| 3M | -27.3% | +12.1% | -39.4% | -27.5% |
| 6M | -17.0% | +19.7% | -36.6% | -19.0% |
| YTD | -14.3% | +58.4% | -72.7% | -16.0% |
| 1Y | +20.9% | +67.2% | -46.3% | +17.1% |
| All | +20.9% | +67.3% | -46.4% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 1y: compounded portfolio wealth divided by compounded SU 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…
1y analysis · Full analysis span regression · 6 months rolling