+247.8%
ECHO vs TEVA
-2.3%
+250.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.9% |
| 7D | +2.3% | -0.7% | +3.0% | +2.5% |
| 30D | +4.4% | -0.4% | +4.8% | +4.4% |
| 3M | -20.3% | +8.2% | -28.5% | -22.0% |
| 6M | -15.3% | +15.3% | -30.7% | -18.6% |
| YTD | -15.5% | +16.5% | -32.0% | -18.9% |
| 1Y | +15.0% | +85.7% | -70.8% | -0.9% |
| 3Y | +409.1% | +277.9% | +131.3% | +258.4% |
| 5Y | +260.6% | +295.5% | -34.9% | +142.9% |
| 10Y | +193.0% | -24.5% | +217.4% | +165.6% |
| All | +247.8% | -2.3% | +250.1% | +150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling