+465.0%
JPM vs ECHO
+144.4%
+320.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.7% |
| 7D | +3.5% | +5.7% | -2.2% | +2.7% |
| 30D | +3.3% | +13.8% | -10.6% | +1.2% |
| 3M | -4.2% | +9.1% | -13.3% | -5.7% |
| 6M | +16.4% | -24.9% | +41.3% | +19.9% |
| YTD | +9.5% | -8.0% | +17.5% | +8.6% |
| 1Y | +14.0% | +42.9% | -28.9% | +5.6% |
| 3Y | +153.1% | +926.7% | -773.6% | +32.5% |
| 5Y | +134.9% | +230.4% | -95.5% | +72.1% |
| All | +465.0% | +144.4% | +320.6% | +330.9% |
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