+188.4%
ECHO vs TECK
+373.8%
-185.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.3% | +6.9% | +2.2% |
| 7D | +2.3% | -4.2% | +6.5% | +3.4% |
| 30D | +4.4% | -0.4% | +4.8% | +4.3% |
| 3M | -20.3% | +10.1% | -30.4% | -22.5% |
| 6M | -15.3% | +26.0% | -41.3% | -20.6% |
| YTD | -15.5% | +38.0% | -53.5% | -23.1% |
| 1Y | +15.0% | +63.8% | -48.8% | -0.5% |
| 3Y | +409.1% | +68.5% | +340.6% | +327.3% |
| 5Y | +260.6% | +179.2% | +81.4% | +153.1% |
| All | +188.4% | +373.8% | -185.4% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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