+3,644.4%
FIX vs ECHO
+163.9%
+3,480.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.3% |
| 7D | -13.9% | +2.2% | -16.1% | -14.1% |
| 30D | -35.5% | +9.8% | -45.4% | -36.6% |
| 3M | -33.9% | +16.8% | -50.8% | -35.9% |
| 6M | -43.3% | -18.1% | -25.2% | -41.3% |
| YTD | +18.7% | -4.2% | +22.8% | +17.9% |
| 1Y | +13.8% | +41.2% | -27.5% | +4.1% |
| 3Y | +495.0% | +943.7% | -448.7% | +155.1% |
| 5Y | +1,049.0% | +277.5% | +771.5% | +606.9% |
| 10Y | +3,644.4% | +159.8% | +3,484.7% | +2,475.1% |
| All | +3,644.4% | +163.9% | +3,480.5% | +2,475.1% |
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 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