+260.6%
ECHO vs TRU
-36.7%
+297.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.5% |
| 3M | -20.3% | +13.6% | -33.9% | -24.7% |
| 6M | -15.3% | +3.6% | -18.9% | -18.1% |
| YTD | -15.5% | -9.8% | -5.7% | -14.6% |
| 1Y | +15.0% | -13.6% | +28.6% | +17.3% |
| 3Y | +409.1% | -2.0% | +411.1% | +383.5% |
| 5Y | +260.6% | -35.8% | +296.4% | +251.3% |
| All | +260.6% | -36.7% | +297.3% | +251.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling