+79.8%
F vs ECHO
+155.0%
-75.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | -1.6% |
| 7D | +1.6% | -2.4% | +3.9% | +1.8% |
| 30D | +2.6% | -3.1% | +5.8% | +2.8% |
| 3M | -8.8% | +8.7% | -17.5% | -10.6% |
| 6M | +4.6% | -24.8% | +29.4% | +8.5% |
| YTD | -1.9% | -13.0% | +11.1% | -2.0% |
| 1Y | -0.8% | +33.9% | -34.7% | -8.6% |
| 3Y | +43.5% | +791.8% | -748.3% | -33.9% |
| 5Y | -12.1% | +261.7% | -273.8% | -45.8% |
| All | +79.8% | +155.0% | -75.2% | +12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling