+287.0%
ECHO vs TECH
+430.2%
-143.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | +7.5% | +0.3% | +7.1% | +7.4% |
| 3M | +16.2% | +1.0% | +15.2% | +15.8% |
| 6M | -20.9% | +54.0% | -74.8% | -31.4% |
| YTD | -6.0% | +24.3% | -30.3% | -14.7% |
| 1Y | +43.4% | +23.7% | +19.7% | +29.8% |
| 3Y | +924.0% | +28.5% | +895.6% | +777.8% |
| 5Y | +249.6% | -41.2% | +290.9% | +279.4% |
| 10Y | +151.3% | +189.2% | -37.9% | +33.7% |
| All | +287.0% | +430.2% | -143.2% | +53.9% |
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 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