+46.2%
EXC vs ECHO
+255.2%
-209.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.0% | -3.3% | +0.6% |
| 7D | +1.2% | +8.6% | -7.3% | +1.0% |
| 30D | -2.7% | +3.8% | -6.5% | -2.8% |
| 3M | -1.0% | -19.9% | +18.9% | -0.5% |
| 6M | -9.3% | -12.1% | +2.8% | -9.3% |
| YTD | +3.6% | -14.1% | +17.7% | +3.6% |
| 1Y | +5.9% | +15.9% | -9.9% | +4.9% |
| 3Y | +21.3% | +417.8% | -396.6% | +9.3% |
| 5Y | +46.2% | +259.3% | -213.1% | +35.8% |
| All | +46.2% | +255.2% | -209.0% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling