+36.1%
JCI vs ECHO
+40.1%
-4.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +3.8% | +3.4% | +0.4% | +3.6% |
| 30D | -5.7% | +2.4% | -8.0% | -5.8% |
| 3M | -1.4% | -28.0% | +26.6% | -0.3% |
| 6M | +4.1% | -21.2% | +25.4% | +5.1% |
| YTD | +21.7% | -17.4% | +39.1% | +22.2% |
| 1Y | +36.1% | +33.6% | +2.5% | +34.2% |
| All | +36.1% | +40.1% | -4.0% | +34.2% |
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