+362.5%
EMR vs ECHO
+216.6%
+145.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.5% | +3.4% | -4.9% | -2.2% |
| 30D | -5.6% | +2.4% | -8.0% | -6.2% |
| 3M | +7.9% | -28.0% | +35.9% | +15.2% |
| 6M | +6.0% | -21.2% | +27.3% | +10.1% |
| YTD | +16.4% | -17.4% | +33.8% | +18.9% |
| 1Y | +16.6% | +33.6% | -17.0% | +5.7% |
| 3Y | +62.9% | +419.7% | -356.8% | -19.5% |
| 5Y | +60.1% | +241.7% | -181.6% | -11.5% |
| 10Y | +268.8% | +180.8% | +88.0% | +110.6% |
| All | +362.5% | +216.6% | +145.9% | +94.0% |
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 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