+245.8%
ECHO vs SU
+109.6%
+136.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.7% |
| 7D | +5.3% | +1.6% | +3.8% | +4.9% |
| 30D | +2.4% | +10.7% | -8.3% | -0.7% |
| 3M | -21.8% | +13.5% | -35.3% | -25.0% |
| 6M | -16.9% | +21.8% | -38.7% | -22.5% |
| YTD | -16.0% | +58.8% | -74.8% | -27.6% |
| 1Y | +9.3% | +72.0% | -62.8% | -8.3% |
| 3Y | +406.2% | +121.7% | +284.5% | +284.6% |
| 5Y | +251.0% | +350.4% | -99.4% | +105.7% |
| 10Y | +191.3% | +264.7% | -73.4% | +68.0% |
| All | +245.8% | +109.6% | +136.2% | +75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling