+1,202.6%
JPM vs ECHO
+260.3%
+942.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.8% |
| 7D | -2.5% | +3.6% | -6.1% | -3.4% |
| 30D | +2.7% | +7.5% | -4.7% | +0.6% |
| 3M | -4.7% | +16.2% | -20.8% | -8.6% |
| 6M | +15.6% | -20.9% | +36.4% | +19.7% |
| YTD | +8.6% | -6.0% | +14.6% | +6.3% |
| 1Y | +10.9% | +43.4% | -32.5% | -2.6% |
| 3Y | +149.9% | +924.0% | -774.1% | -9.6% |
| 5Y | +131.9% | +249.6% | -117.7% | +21.2% |
| 10Y | +481.0% | +151.3% | +329.7% | +230.0% |
| All | +1,202.6% | +260.3% | +942.2% | +334.1% |
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