+3,553.2%
FIX vs ECHO
+144.4%
+3,408.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.8% |
| 7D | +9.4% | +5.7% | +3.7% | +8.2% |
| 30D | -27.8% | +13.8% | -41.6% | -29.5% |
| 3M | -35.6% | +9.1% | -44.6% | -36.6% |
| 6M | -45.2% | -24.9% | -20.3% | -42.2% |
| YTD | +19.5% | -8.0% | +27.5% | +19.8% |
| 1Y | +24.2% | +42.9% | -18.7% | +13.4% |
| 3Y | +494.2% | +926.7% | -432.5% | +154.6% |
| 5Y | +1,036.1% | +230.4% | +805.8% | +641.2% |
| All | +3,553.2% | +144.4% | +3,408.8% | +2,491.7% |
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