+1,087.6%
JCI vs ECHO
+216.6%
+871.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +3.8% | +3.4% | +0.4% | +3.2% |
| 30D | -5.7% | +2.4% | -8.0% | -6.2% |
| 3M | -1.4% | -28.0% | +26.6% | +4.3% |
| 6M | +4.1% | -21.2% | +25.4% | +7.5% |
| YTD | +21.7% | -17.4% | +39.1% | +23.5% |
| 1Y | +36.1% | +33.6% | +2.5% | +24.1% |
| 3Y | +154.4% | +419.7% | -265.2% | +38.0% |
| 5Y | +112.0% | +241.7% | -129.7% | +26.8% |
| 10Y | +322.2% | +180.8% | +141.5% | +154.7% |
| All | +1,087.6% | +216.6% | +871.0% | +418.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling