+259.8%
ECHO vs TEVA
+300.5%
-40.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +1.0% |
| 7D | +3.7% | +2.0% | +1.7% | +3.3% |
| 30D | +0.7% | +1.0% | -0.3% | +0.5% |
| 3M | -27.3% | +7.3% | -34.6% | -28.5% |
| 6M | -17.0% | +21.7% | -38.7% | -20.4% |
| YTD | -14.3% | +18.8% | -33.2% | -17.4% |
| 1Y | +20.9% | +86.5% | -65.6% | +7.0% |
| 3Y | +423.0% | +269.4% | +153.5% | +283.4% |
| All | +259.8% | +300.5% | -40.8% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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