+263.6%
EMR vs ECHO
+193.4%
+70.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -1.2% | +2.3% | -3.5% | -1.6% |
| 30D | -9.4% | +4.4% | -13.8% | -10.1% |
| 3M | +8.6% | -20.3% | +28.9% | +12.0% |
| 6M | +6.7% | -15.3% | +22.0% | +8.4% |
| YTD | +13.1% | -15.5% | +28.6% | +14.5% |
| 1Y | +12.7% | +15.0% | -2.2% | +8.3% |
| 3Y | +58.1% | +409.1% | -351.1% | -3.2% |
| 5Y | +63.6% | +260.6% | -197.0% | +8.7% |
| All | +263.6% | +193.4% | +70.2% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 10y: compounded portfolio wealth divided by compounded ECHO 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…
10y analysis · Full analysis span regression · 6 months rolling