+3,604.4%
FIX vs ECHO
+139.8%
+3,464.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -1.9% |
| 7D | +17.0% | +9.1% | +7.9% | +14.9% |
| 30D | -30.6% | +7.2% | -37.8% | -31.4% |
| 3M | -35.0% | +6.1% | -41.1% | -35.7% |
| 6M | -44.0% | -24.2% | -19.8% | -41.0% |
| YTD | +21.1% | -9.7% | +30.9% | +22.0% |
| 1Y | +16.3% | +40.9% | -24.7% | +6.5% |
| 3Y | +507.4% | +883.3% | -375.9% | +163.9% |
| 5Y | +1,052.1% | +224.2% | +827.9% | +654.8% |
| All | +3,604.4% | +139.8% | +3,464.6% | +2,539.0% |
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