+293.5%
JCI vs ECHO
+144.4%
+149.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.5% |
| 7D | +3.2% | +5.7% | -2.5% | +2.4% |
| 30D | -8.6% | +13.8% | -22.4% | -10.2% |
| 3M | -7.7% | +9.1% | -16.8% | -8.9% |
| 6M | -2.6% | -24.9% | +22.4% | +0.6% |
| YTD | +17.4% | -8.0% | +25.4% | +16.8% |
| 1Y | +16.9% | +42.9% | -26.0% | +9.0% |
| 3Y | +186.7% | +926.7% | -739.9% | +60.9% |
| 5Y | +95.4% | +230.4% | -135.0% | +44.6% |
| All | +293.5% | +144.4% | +149.2% | +218.9% |
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