+152.5%
JPM vs ECHO
+252.6%
-100.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +0.5% |
| 7D | -0.4% | +5.3% | -5.8% | -0.8% |
| 30D | -1.4% | +2.4% | -3.8% | -1.6% |
| 3M | +13.9% | -21.8% | +35.7% | +15.6% |
| 6M | +23.5% | -16.9% | +40.4% | +24.4% |
| YTD | +11.6% | -16.0% | +27.6% | +12.1% |
| 1Y | +21.4% | +9.3% | +12.1% | +19.3% |
| 3Y | +163.4% | +406.2% | -242.8% | +118.2% |
| 5Y | +152.5% | +251.0% | -98.4% | +125.4% |
| All | +152.5% | +252.6% | -100.1% | +125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling