+10,688.6%
FIX vs ECHO
+247.7%
+10,440.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -3.3% | -11.8% | -14.2% |
| 7D | -18.9% | +4.6% | -23.5% | -19.7% |
| 30D | -36.3% | +0.4% | -36.7% | -36.3% |
| 3M | -38.5% | +7.7% | -46.2% | -39.7% |
| 6M | -42.3% | -18.0% | -24.2% | -39.8% |
| YTD | +17.1% | -9.3% | +26.4% | +17.5% |
| 1Y | +14.4% | +34.2% | -19.8% | +2.8% |
| 3Y | +486.7% | +538.7% | -52.0% | +142.4% |
| 5Y | +1,083.7% | +279.9% | +803.8% | +483.6% |
| 10Y | +3,932.4% | +168.2% | +3,764.3% | +2,121.7% |
| All | +10,688.6% | +247.7% | +10,440.9% | +4,064.7% |
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