-0.8%
F vs ECHO
+30.7%
-31.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | -1.0% |
| 7D | +1.6% | -2.4% | +3.9% | +1.6% |
| 30D | +2.6% | -3.1% | +5.8% | +2.8% |
| 3M | -8.8% | +8.7% | -17.5% | -9.5% |
| 6M | +4.6% | -24.8% | +29.4% | +6.6% |
| YTD | -1.9% | -13.0% | +11.1% | -2.9% |
| 1Y | -0.8% | +33.9% | -34.7% | -7.1% |
| All | -0.8% | +30.7% | -31.5% | -7.1% |
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