+196.7%
EXC vs ECHO
+144.4%
+52.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.2% |
| 7D | +1.4% | +5.7% | -4.3% | +1.0% |
| 30D | +8.6% | +13.8% | -5.2% | +7.5% |
| 3M | +2.4% | +9.1% | -6.7% | +1.6% |
| 6M | +6.5% | -24.9% | +31.4% | +8.0% |
| YTD | +9.0% | -8.0% | +17.0% | +8.4% |
| 1Y | +4.6% | +42.9% | -38.3% | +0.3% |
| 3Y | +33.5% | +926.7% | -893.2% | -8.2% |
| 5Y | +41.4% | +230.4% | -189.0% | +19.2% |
| All | +196.7% | +144.4% | +52.3% | +167.3% |
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