+191.3%
ECHO vs TECH
+179.6%
+11.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | +5.3% | -0.1% | +5.4% | +5.4% |
| 30D | +2.4% | +0.3% | +2.1% | +2.4% |
| 3M | -21.8% | +32.9% | -54.7% | -27.8% |
| 6M | -16.9% | +32.1% | -49.0% | -24.5% |
| YTD | -16.0% | +23.4% | -39.4% | -22.3% |
| 1Y | +9.3% | +34.1% | -24.8% | -2.1% |
| 3Y | +406.2% | +2.2% | +404.0% | +376.6% |
| 5Y | +251.0% | -41.8% | +292.8% | +278.7% |
| 10Y | +191.3% | +188.9% | +2.4% | +57.9% |
| All | +191.3% | +179.6% | +11.7% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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