+240.0%
ECHO vs TECH
+427.5%
-187.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | +2.4% | +0.7% | +1.7% | +2.2% |
| 3M | -28.0% | +36.3% | -64.3% | -35.0% |
| 6M | -21.2% | +25.6% | -46.8% | -28.5% |
| YTD | -17.4% | +23.7% | -41.1% | -25.0% |
| 1Y | +33.6% | +37.6% | -4.1% | +16.1% |
| 3Y | +419.7% | -6.6% | +426.3% | +396.1% |
| 5Y | +241.7% | -42.2% | +283.9% | +271.8% |
| 10Y | +180.8% | +187.6% | -6.8% | +49.4% |
| All | +240.0% | +427.5% | -187.5% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling