+183.8%
EXC vs ECHO
+168.8%
+15.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.9% | -6.9% | -0.4% |
| 7D | -1.7% | +3.0% | -4.7% | -2.0% |
| 30D | +9.3% | +6.7% | +2.6% | +8.7% |
| 3M | +1.0% | +12.4% | -11.3% | +0.1% |
| 6M | +5.9% | -20.4% | +26.4% | +7.0% |
| YTD | +7.6% | -6.9% | +14.5% | +6.9% |
| 1Y | +2.4% | +37.7% | -35.3% | -1.4% |
| 3Y | +30.2% | +902.9% | -872.6% | -9.6% |
| 5Y | +41.4% | +275.3% | -234.0% | +15.4% |
| 10Y | +183.8% | +159.0% | +24.8% | +175.4% |
| All | +183.8% | +168.8% | +15.0% | +175.4% |
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