+65.4%
EXC vs ECHO
+260.3%
-194.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.4% |
| 7D | -1.4% | +3.6% | -5.0% | -1.8% |
| 30D | +8.3% | +7.5% | +0.8% | +7.2% |
| 3M | +2.6% | +16.2% | -13.5% | +0.7% |
| 6M | +5.2% | -20.9% | +26.0% | +6.8% |
| YTD | +7.5% | -6.0% | +13.5% | +6.3% |
| 1Y | +3.2% | +43.4% | -40.2% | -3.1% |
| 3Y | +29.5% | +924.0% | -894.5% | -20.2% |
| 5Y | +39.7% | +249.6% | -210.0% | +3.5% |
| 10Y | +200.1% | +151.3% | +48.8% | +129.1% |
| All | +65.4% | +260.3% | -194.9% | -7.7% |
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