+151.0%
JPM vs ECHO
+922.0%
-771.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.5% |
| 7D | -2.5% | +3.6% | -6.1% | -2.7% |
| 30D | +2.7% | +7.5% | -4.7% | +2.3% |
| 3M | -4.7% | +16.2% | -20.8% | -5.5% |
| 6M | +15.6% | -20.9% | +36.4% | +16.4% |
| YTD | +8.6% | -6.0% | +14.6% | +8.2% |
| 1Y | +10.9% | +43.4% | -32.5% | +8.1% |
| All | +151.0% | +922.0% | -771.0% | +123.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling