+122.5%
ECHO vs TRU
+238.0%
-115.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.9% | +2.2% |
| 7D | +3.4% | -6.8% | +10.2% | +6.0% |
| 30D | +2.4% | 0.0% | +2.3% | +2.0% |
| 3M | -28.0% | +13.3% | -41.3% | -32.1% |
| 6M | -21.2% | +3.4% | -24.7% | -23.9% |
| YTD | -17.4% | -6.4% | -11.0% | -17.8% |
| 1Y | +33.6% | -9.7% | +43.3% | +34.1% |
| 3Y | +419.7% | +0.1% | +419.5% | +384.0% |
| 5Y | +241.7% | -34.0% | +275.7% | +263.9% |
| 10Y | +180.8% | +147.9% | +32.9% | +80.5% |
| All | +122.5% | +238.0% | -115.5% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling