+21.9%
FIX vs ECHO
+40.1%
-18.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.9% | +6.9% | +5.6% |
| 7D | +6.4% | +3.6% | +2.8% | +5.3% |
| 30D | -29.1% | +7.5% | -36.6% | -30.3% |
| 3M | -31.1% | +16.2% | -47.3% | -33.5% |
| 6M | -42.8% | -20.9% | -21.9% | -41.3% |
| YTD | +24.6% | -6.0% | +30.6% | +21.4% |
| 1Y | +21.9% | +43.4% | -21.4% | +12.2% |
| All | +21.9% | +40.1% | -18.1% | +12.2% |
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 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