+302.6%
JCI vs ECHO
+139.8%
+162.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.9% |
| 7D | +8.4% | +9.1% | -0.7% | +7.1% |
| 30D | -8.9% | +7.2% | -16.1% | -9.8% |
| 3M | -6.4% | +6.1% | -12.5% | -7.3% |
| 6M | +1.6% | -24.2% | +25.8% | +4.8% |
| YTD | +20.1% | -9.7% | +29.8% | +19.8% |
| 1Y | +17.2% | +40.9% | -23.7% | +9.5% |
| 3Y | +190.7% | +883.3% | -692.5% | +64.7% |
| 5Y | +99.9% | +224.2% | -124.3% | +48.4% |
| All | +302.6% | +139.8% | +162.9% | +227.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling