+154.1%
MAR vs ECHO
+252.6%
-98.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.0% |
| 7D | -0.5% | +5.3% | -5.8% | -0.9% |
| 30D | -4.7% | +2.4% | -7.1% | -4.9% |
| 3M | -15.6% | -21.8% | +6.2% | -14.2% |
| 6M | +1.2% | -16.9% | +18.1% | +2.1% |
| YTD | +7.5% | -16.0% | +23.5% | +8.0% |
| 1Y | +26.6% | +9.3% | +17.3% | +24.2% |
| 3Y | +66.0% | +406.2% | -340.3% | +30.9% |
| 5Y | +154.1% | +251.0% | -96.9% | +124.7% |
| All | +154.1% | +252.6% | -98.5% | +124.7% |
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