-15.8%
F vs ECHO
+238.8%
-254.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.1% | -2.5% |
| 7D | -3.9% | +9.1% | -13.0% | -4.7% |
| 30D | -0.5% | +7.2% | -7.6% | -1.4% |
| 3M | -12.9% | +6.1% | -19.0% | -13.7% |
| 6M | +1.5% | -24.2% | +25.7% | +3.7% |
| YTD | -5.0% | -9.7% | +4.7% | -5.3% |
| 1Y | -7.3% | +40.9% | -48.3% | -12.0% |
| 3Y | +45.3% | +883.3% | -838.0% | -10.0% |
| 5Y | -15.8% | +224.2% | -240.0% | -29.3% |
| All | -15.8% | +238.8% | -254.6% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling