+330.8%
JCI vs ECHO
+193.4%
+137.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.5% |
| 7D | +0.4% | +2.3% | -1.9% | +0.1% |
| 30D | -7.7% | +4.4% | -12.1% | -8.3% |
| 3M | +2.8% | -20.3% | +23.1% | +5.5% |
| 6M | +7.2% | -15.3% | +22.6% | +8.7% |
| YTD | +20.0% | -15.5% | +35.5% | +20.9% |
| 1Y | +33.3% | +15.0% | +18.3% | +28.0% |
| 3Y | +161.3% | +409.1% | -247.8% | +71.5% |
| 5Y | +108.8% | +260.6% | -151.8% | +46.4% |
| All | +330.8% | +193.4% | +137.4% | +225.4% |
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