+227.1%
LOW vs ECHO
+193.4%
+33.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -2.6% | +2.3% | -4.9% | -2.9% |
| 30D | -11.1% | +4.4% | -15.5% | -11.7% |
| 3M | -8.5% | -20.3% | +11.8% | -6.4% |
| 6M | -20.8% | -15.3% | -5.5% | -20.0% |
| YTD | -17.2% | -15.5% | -1.7% | -16.6% |
| 1Y | -24.7% | +15.0% | -39.7% | -27.3% |
| 3Y | -9.7% | +409.1% | -418.9% | -40.1% |
| 5Y | +6.0% | +260.6% | -254.6% | -24.8% |
| All | +227.1% | +193.4% | +33.7% | +154.9% |
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