+590.9%
JPM vs ECHO
+197.5%
+393.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | -0.7% | +3.7% | -4.4% | -1.2% |
| 30D | -2.5% | +0.7% | -3.1% | -2.6% |
| 3M | +14.1% | -27.3% | +41.5% | +18.9% |
| 6M | +25.1% | -17.0% | +42.1% | +27.0% |
| YTD | +12.1% | -14.3% | +26.4% | +12.7% |
| 1Y | +18.8% | +20.9% | -2.1% | +12.9% |
| 3Y | +163.4% | +423.0% | -259.5% | +64.3% |
| 5Y | +156.5% | +265.7% | -109.1% | +74.6% |
| All | +590.9% | +197.5% | +393.3% | +401.8% |
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