+198.0%
ECHO vs TAP
-50.9%
+248.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.1% | +8.1% | +5.2% |
| 7D | +8.6% | -2.3% | +10.9% | +9.2% |
| 30D | +3.8% | -9.4% | +13.2% | +6.5% |
| 3M | -19.9% | -0.8% | -19.1% | -20.4% |
| 6M | -12.1% | -14.7% | +2.7% | -8.7% |
| YTD | -14.1% | -13.9% | -0.1% | -11.4% |
| 1Y | +15.9% | -18.6% | +34.5% | +21.4% |
| 3Y | +417.8% | -32.0% | +449.9% | +462.2% |
| 5Y | +259.3% | -1.0% | +260.3% | +230.9% |
| All | +198.0% | -50.9% | +248.9% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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