+159.8%
ECHO vs TECH
+190.5%
-30.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | +9.8% | +0.5% | +9.3% | +9.7% |
| 3M | +16.8% | +1.1% | +15.8% | +16.5% |
| 6M | -18.1% | +51.0% | -69.1% | -26.9% |
| YTD | -4.2% | +24.4% | -28.5% | -11.5% |
| 1Y | +41.2% | +27.4% | +13.8% | +29.0% |
| 3Y | +943.7% | +28.5% | +915.2% | +820.9% |
| 5Y | +277.5% | -40.9% | +318.4% | +306.3% |
| 10Y | +159.8% | +192.5% | -32.7% | +44.2% |
| All | +159.8% | +190.5% | -30.7% | +44.2% |
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