+433.8%
MAR vs ECHO
+197.5%
+236.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.5% |
| 7D | -0.5% | +3.7% | -4.3% | -1.1% |
| 30D | -5.4% | +0.7% | -6.1% | -5.6% |
| 3M | -15.5% | -27.3% | +11.8% | -11.6% |
| 6M | +3.0% | -17.0% | +19.9% | +4.7% |
| YTD | +8.5% | -14.3% | +22.8% | +9.0% |
| 1Y | +26.0% | +20.9% | +5.1% | +18.7% |
| 3Y | +68.6% | +423.0% | -354.4% | -3.9% |
| 5Y | +157.4% | +265.7% | -108.3% | +63.5% |
| All | +433.8% | +197.5% | +236.3% | +300.4% |
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 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