+34.2%
ECHO vs TRU
+2.1%
+32.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.6% | -7.8% | -3.2% |
| 7D | +4.6% | +10.5% | -5.9% | +4.7% |
| 30D | +0.4% | +28.7% | -28.3% | -0.2% |
| 3M | +7.7% | +0.7% | +7.0% | +7.9% |
| 6M | -18.0% | +19.3% | -37.4% | -18.8% |
| YTD | -9.3% | -3.7% | -5.5% | -8.5% |
| 1Y | +34.2% | +3.4% | +30.8% | +31.4% |
| All | +34.2% | +2.1% | +32.1% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling