+185.4%
MAR vs ECHO
+269.0%
-83.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.4% |
| 7D | +1.0% | +3.6% | -2.6% | +0.7% |
| 30D | +16.2% | +7.5% | +8.7% | +15.4% |
| 3M | +23.1% | +16.2% | +6.9% | +21.4% |
| 6M | +22.0% | -20.9% | +42.8% | +23.6% |
| YTD | +39.2% | -6.0% | +45.1% | +38.4% |
| 1Y | +48.3% | +43.4% | +4.9% | +42.1% |
| 3Y | +123.4% | +924.0% | -800.7% | +52.6% |
| 5Y | +185.4% | +249.6% | -64.3% | +176.6% |
| All | +185.4% | +269.0% | -83.6% | +176.6% |
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