+1,565.5%
MAR vs ECHO
+252.6%
+1,313.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.8% |
| 7D | +1.6% | +5.7% | -4.1% | +0.2% |
| 30D | +13.8% | +13.8% | 0.0% | +10.0% |
| 3M | +20.3% | +9.1% | +11.2% | +17.1% |
| 6M | +21.3% | -24.9% | +46.3% | +27.3% |
| YTD | +37.2% | -8.0% | +45.2% | +34.9% |
| 1Y | +48.4% | +42.9% | +5.5% | +30.2% |
| 3Y | +120.1% | +926.7% | -806.6% | -22.0% |
| 5Y | +182.1% | +230.4% | -48.3% | +50.4% |
| 10Y | +530.2% | +145.9% | +384.3% | +261.8% |
| All | +1,565.5% | +252.6% | +1,313.0% | +495.8% |
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