+417.8%
ECHO vs TECH
-0.6%
+418.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +8.6% | +0.2% | +8.4% | +8.5% |
| 30D | +3.8% | +0.1% | +3.6% | +3.7% |
| 3M | -19.9% | +37.5% | -57.4% | -25.7% |
| 6M | -12.1% | +34.6% | -46.6% | -19.3% |
| YTD | -14.1% | +23.5% | -37.5% | -19.3% |
| 1Y | +15.9% | +34.4% | -18.5% | +5.0% |
| 3Y | +417.8% | +2.3% | +415.6% | +439.1% |
| All | +417.8% | -0.6% | +418.4% | +439.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling