+65.4%
EXC vs ECHO
+233.6%
-168.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.2% | -7.2% | -2.5% |
| 7D | -1.2% | -2.4% | +1.2% | -1.0% |
| 30D | +10.0% | -3.1% | +13.1% | +10.0% |
| 3M | +1.6% | +8.7% | -7.1% | +0.4% |
| 6M | +3.3% | -24.8% | +28.0% | +5.4% |
| YTD | +7.6% | -13.0% | +20.5% | +7.2% |
| 1Y | +3.5% | +33.9% | -30.5% | -2.1% |
| 3Y | +27.7% | +791.8% | -764.1% | -19.8% |
| 5Y | +41.1% | +261.7% | -220.6% | +2.6% |
| 10Y | +178.2% | +157.3% | +20.9% | +109.2% |
| All | +65.4% | +233.6% | -168.2% | -6.9% |
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