+3,800.0%
FIX vs ECHO
+168.8%
+3,631.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.9% | +2.5% | +7.9% |
| 7D | -7.2% | +3.0% | -10.3% | -7.5% |
| 30D | -35.1% | +6.7% | -41.8% | -35.8% |
| 3M | -34.3% | +12.4% | -46.7% | -35.7% |
| 6M | -42.9% | -20.4% | -22.5% | -40.5% |
| YTD | +19.5% | -6.9% | +26.4% | +19.5% |
| 1Y | +16.8% | +37.7% | -20.9% | +7.4% |
| 3Y | +506.7% | +902.9% | -396.2% | +162.6% |
| 5Y | +1,046.7% | +275.3% | +771.4% | +600.6% |
| 10Y | +3,800.0% | +159.0% | +3,641.0% | +2,523.4% |
| All | +3,800.0% | +168.8% | +3,631.2% | +2,523.4% |
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