+1,044.9%
JCI vs ECHO
+252.6%
+792.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.6% |
| 7D | +3.2% | +5.7% | -2.5% | +2.0% |
| 30D | -8.6% | +13.8% | -22.4% | -10.9% |
| 3M | -7.7% | +9.1% | -16.8% | -9.4% |
| 6M | -2.6% | -24.9% | +22.4% | +1.9% |
| YTD | +17.4% | -8.0% | +25.4% | +16.5% |
| 1Y | +16.9% | +42.9% | -26.0% | +5.8% |
| 3Y | +186.7% | +926.7% | -739.9% | +30.9% |
| 5Y | +95.4% | +230.4% | -135.0% | +20.8% |
| 10Y | +292.7% | +145.9% | +146.9% | +153.5% |
| All | +1,044.9% | +252.6% | +792.3% | +389.1% |
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