+160.8%
EXC vs ECHO
+187.5%
-26.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | -0.4% |
| 7D | +0.3% | +5.3% | -5.0% | 0.0% |
| 30D | -0.9% | +2.4% | -3.3% | -1.0% |
| 3M | -2.7% | -21.8% | +19.1% | -1.3% |
| 6M | -9.4% | -16.9% | +7.5% | -8.9% |
| YTD | +3.0% | -16.0% | +19.0% | +3.3% |
| 1Y | +5.1% | +9.3% | -4.1% | +3.0% |
| 3Y | +20.6% | +406.2% | -385.6% | -6.8% |
| 5Y | +45.7% | +251.0% | -205.2% | +18.7% |
| 10Y | +160.8% | +191.3% | -30.4% | +122.1% |
| All | +160.8% | +187.5% | -26.7% | +122.1% |
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