+15,819.7%
FIX vs ECHO
+216.6%
+15,603.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.0% | +3.4% | +2.6% | +5.1% |
| 30D | -7.2% | +2.4% | -9.6% | -7.8% |
| 3M | -15.9% | -28.0% | +12.1% | -8.8% |
| 6M | +12.7% | -21.2% | +34.0% | +18.6% |
| YTD | +72.8% | -17.4% | +90.2% | +77.7% |
| 1Y | +122.9% | +33.6% | +89.3% | +99.0% |
| 3Y | +774.3% | +419.7% | +354.6% | +285.0% |
| 5Y | +2,049.5% | +241.7% | +1,807.8% | +989.4% |
| 10Y | +5,821.5% | +180.8% | +5,640.7% | +3,039.3% |
| All | +15,819.7% | +216.6% | +15,603.1% | +6,201.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling