+1,196.7%
LOW vs ECHO
+216.6%
+980.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.7% | +3.4% | -5.1% | -2.3% |
| 30D | -7.0% | +2.4% | -9.4% | -7.5% |
| 3M | -0.9% | -28.0% | +27.1% | +4.0% |
| 6M | -20.1% | -21.2% | +1.2% | -17.9% |
| YTD | -13.9% | -17.4% | +3.5% | -12.8% |
| 1Y | -21.1% | +33.6% | -54.7% | -27.1% |
| 3Y | -6.6% | +419.7% | -426.3% | -46.1% |
| 5Y | +9.4% | +241.7% | -232.4% | -31.0% |
| 10Y | +220.5% | +180.8% | +39.7% | +105.9% |
| All | +1,196.7% | +216.6% | +980.1% | +591.5% |
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 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