+58.3%
EXC vs ECHO
+216.6%
-158.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.3% | +3.4% | -3.1% | -0.1% |
| 30D | -3.7% | +2.4% | -6.1% | -4.0% |
| 3M | -1.3% | -28.0% | +26.7% | +1.7% |
| 6M | -9.7% | -21.2% | +11.5% | -8.4% |
| YTD | +2.9% | -17.4% | +20.3% | +3.5% |
| 1Y | +4.4% | +33.6% | -29.2% | -1.3% |
| 3Y | +22.2% | +419.7% | -397.5% | -15.8% |
| 5Y | +46.7% | +241.7% | -195.0% | +7.5% |
| 10Y | +155.3% | +180.8% | -25.4% | +87.6% |
| All | +58.3% | +216.6% | -158.3% | -10.2% |
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