+251.0%
ECHO vs TECH
-42.1%
+293.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -26.8% |
| 6M | -16.9% | +32.1% | -49.0% | -23.3% |
| YTD | -16.0% | +23.4% | -39.4% | -21.2% |
| 1Y | +9.3% | +34.1% | -24.8% | -0.4% |
| 3Y | +406.2% | +2.2% | +404.0% | +381.8% |
| 5Y | +251.0% | -41.8% | +292.8% | +252.3% |
| All | +251.0% | -42.1% | +293.1% | +252.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling