-17.2%
F vs ECHO
+227.9%
-245.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | -3.1% | +5.7% | -8.8% | -3.7% |
| 30D | 0.0% | +13.8% | -13.8% | -1.5% |
| 3M | -13.2% | +9.1% | -22.3% | -14.2% |
| 6M | -10.2% | -24.9% | +14.7% | -8.2% |
| YTD | -4.9% | -8.0% | +3.1% | -5.4% |
| 1Y | -6.1% | +42.9% | -49.0% | -11.0% |
| 3Y | +46.0% | +926.7% | -880.7% | -10.4% |
| All | -17.2% | +227.9% | -245.1% | -32.3% |
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