+31.0%
F vs ECHO
+40.1%
-9.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | +5.3% | +3.4% | +1.9% | +5.1% |
| 30D | +4.6% | +2.4% | +2.2% | +4.4% |
| 3M | -3.7% | -28.0% | +24.3% | -1.5% |
| 6M | +16.8% | -21.2% | +38.1% | +18.4% |
| YTD | +15.3% | -17.4% | +32.7% | +15.9% |
| 1Y | +31.0% | +33.6% | -2.6% | +29.2% |
| All | +31.0% | +40.1% | -9.1% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling