+6.3%
LOW vs ECHO
+238.8%
-232.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.2% | -1.5% |
| 7D | +0.1% | +9.1% | -9.0% | -0.4% |
| 30D | +21.3% | +7.2% | +14.1% | +20.6% |
| 3M | +6.0% | +6.1% | -0.1% | +5.4% |
| 6M | +2.6% | -24.2% | +26.7% | +4.0% |
| YTD | -3.6% | -9.7% | +6.1% | -3.7% |
| 1Y | -1.0% | +40.9% | -41.9% | -4.0% |
| 3Y | +24.2% | +883.3% | -859.1% | -9.2% |
| 5Y | +6.3% | +224.2% | -217.9% | -8.3% |
| All | +6.3% | +238.8% | -232.5% | -8.3% |
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