+3,759.0%
FIX vs ECHO
+155.6%
+3,603.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.9% | +6.9% | +5.4% |
| 7D | +6.4% | +3.6% | +2.8% | +5.8% |
| 30D | -29.1% | +7.5% | -36.6% | -30.0% |
| 3M | -31.1% | +16.2% | -47.3% | -33.1% |
| 6M | -42.8% | -20.9% | -21.9% | -40.3% |
| YTD | +24.6% | -6.0% | +30.6% | +24.4% |
| 1Y | +21.9% | +43.4% | -21.4% | +11.2% |
| 3Y | +524.9% | +924.0% | -399.1% | +169.1% |
| 5Y | +1,092.2% | +249.6% | +842.6% | +659.8% |
| 10Y | +3,759.0% | +151.3% | +3,607.8% | +2,616.2% |
| All | +3,759.0% | +155.6% | +3,603.4% | +2,616.2% |
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