+251.0%
ECHO vs TECK
+213.6%
+37.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | 0.0% | -1.7% |
| 7D | +5.3% | +4.9% | +0.5% | +4.1% |
| 30D | +2.4% | +5.2% | -2.8% | +1.0% |
| 3M | -21.8% | +13.8% | -35.6% | -24.5% |
| 6M | -16.9% | +38.5% | -55.4% | -23.7% |
| YTD | -16.0% | +47.3% | -63.3% | -24.5% |
| 1Y | +9.3% | +81.0% | -71.7% | -7.3% |
| 3Y | +406.2% | +79.9% | +326.3% | +320.0% |
| 5Y | +251.0% | +207.9% | +43.1% | +175.7% |
| All | +251.0% | +213.6% | +37.3% | +175.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling