+50.5%
F vs ECHO
+941.6%
-891.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.7% | -0.9% |
| 7D | +1.0% | +2.2% | -1.2% | +0.8% |
| 30D | +2.1% | +9.8% | -7.7% | +1.4% |
| 3M | -10.3% | +16.8% | -27.1% | -11.3% |
| 6M | +3.3% | -18.1% | +21.3% | +4.2% |
| YTD | -2.0% | -4.2% | +2.2% | -2.5% |
| 1Y | -2.3% | +41.2% | -43.5% | -5.4% |
| All | +50.5% | +941.6% | -891.1% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling