+405.6%
EMR vs ECHO
+260.3%
+145.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | -2.0% | +3.6% | -5.6% | -2.8% |
| 30D | +2.8% | +7.5% | -4.6% | +0.9% |
| 3M | +2.0% | +16.2% | -14.2% | -1.8% |
| 6M | +20.7% | -20.9% | +41.6% | +25.3% |
| YTD | +27.3% | -6.0% | +33.3% | +25.8% |
| 1Y | +31.0% | +43.4% | -12.4% | +17.2% |
| 3Y | +103.6% | +924.0% | -820.4% | -17.6% |
| 5Y | +88.6% | +249.6% | -161.1% | +6.3% |
| 10Y | +280.6% | +151.3% | +129.4% | +132.4% |
| All | +405.6% | +260.3% | +145.3% | +105.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling