+167.8%
JCI vs ECHO
+436.9%
-269.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | +0.7% |
| 7D | +5.1% | +8.6% | -3.5% | +4.6% |
| 30D | -3.8% | +3.8% | -7.6% | -4.1% |
| 3M | +1.9% | -19.9% | +21.8% | +3.1% |
| 6M | +11.2% | -12.1% | +23.3% | +11.7% |
| YTD | +22.9% | -14.1% | +37.0% | +23.3% |
| 1Y | +37.4% | +15.9% | +21.5% | +34.9% |
| 3Y | +167.8% | +417.8% | -250.0% | +121.7% |
| All | +167.8% | +436.9% | -269.1% | +121.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling