+20.9%
ECHO vs TRU
-13.7%
+34.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.4% |
| 7D | +3.7% | -2.7% | +6.4% | +3.8% |
| 30D | +0.7% | -2.0% | +2.7% | +0.8% |
| 3M | -27.3% | +18.4% | -45.8% | -28.3% |
| 6M | -17.0% | +8.9% | -25.8% | -17.6% |
| YTD | -14.3% | -8.9% | -5.4% | -13.5% |
| 1Y | +20.9% | -15.9% | +36.8% | +19.9% |
| All | +20.9% | -13.7% | +34.5% | +19.9% |
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