+14.5%
FIX vs ECHO
+36.9%
-22.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.9% | +2.5% | +7.1% |
| 7D | -7.2% | +3.0% | -10.3% | -7.7% |
| 30D | -35.1% | +6.7% | -41.8% | -36.0% |
| 3M | -34.3% | +12.4% | -46.7% | -36.0% |
| 6M | -42.9% | -20.4% | -22.5% | -41.3% |
| YTD | +19.5% | -6.9% | +26.4% | +16.6% |
| All | +14.5% | +36.9% | -22.4% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling