+3,653.2%
FIX vs ECHO
+155.0%
+3,498.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.2% | +0.2% | +4.3% |
| 7D | -17.5% | -2.4% | -15.1% | -16.8% |
| 30D | -41.6% | -3.1% | -38.4% | -41.0% |
| 3M | -40.6% | +8.7% | -49.3% | -41.5% |
| 6M | -49.4% | -24.8% | -24.6% | -46.6% |
| YTD | +9.2% | -13.0% | +22.1% | +10.7% |
| 1Y | +6.5% | +33.9% | -27.5% | -1.5% |
| 3Y | +448.7% | +791.8% | -343.1% | +145.0% |
| 5Y | +948.7% | +261.7% | +687.0% | +538.2% |
| All | +3,653.2% | +155.0% | +3,498.1% | +2,310.2% |
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