+241.6%
ECHO vs TAP
+2.2%
+239.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +3.4% | -2.3% | +5.7% | +3.8% |
| 30D | +2.4% | -2.1% | +4.5% | +2.6% |
| 3M | -28.0% | +6.6% | -34.6% | -29.1% |
| 6M | -21.2% | -11.5% | -9.8% | -19.7% |
| YTD | -17.4% | -10.3% | -7.1% | -16.3% |
| 1Y | +33.6% | -14.4% | +48.0% | +36.4% |
| 3Y | +419.7% | -28.3% | +448.0% | +443.8% |
| All | +241.6% | +2.2% | +239.4% | +188.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling