+415.7%
ECHO vs TRU
-2.2%
+418.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +2.3% | -9.4% | +11.7% | +5.6% |
| 30D | +4.4% | -4.1% | +8.5% | +5.6% |
| 3M | -20.3% | +13.6% | -33.9% | -24.9% |
| 6M | -15.3% | +3.6% | -18.9% | -18.1% |
| YTD | -15.5% | -9.8% | -5.7% | -14.3% |
| 1Y | +15.0% | -13.6% | +28.6% | +17.9% |
| All | +415.7% | -2.2% | +418.0% | +472.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling