+110.3%
JCI vs ECHO
+252.6%
-142.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.8% |
| 7D | +4.1% | +5.3% | -1.3% | +3.6% |
| 30D | -3.8% | +2.4% | -6.3% | -4.1% |
| 3M | -1.6% | -21.8% | +20.2% | +0.1% |
| 6M | +9.5% | -16.9% | +26.4% | +10.6% |
| YTD | +21.7% | -16.0% | +37.7% | +22.4% |
| 1Y | +37.1% | +9.3% | +27.9% | +34.4% |
| 3Y | +165.2% | +406.2% | -241.0% | +110.0% |
| 5Y | +110.3% | +251.0% | -140.7% | +73.0% |
| All | +110.3% | +252.6% | -142.3% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling