+1,194.1%
MAR vs ECHO
+229.4%
+964.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.3% | -3.2% |
| 7D | -1.7% | +8.6% | -10.3% | -3.6% |
| 30D | -6.9% | +3.8% | -10.7% | -7.8% |
| 3M | -15.8% | -19.9% | +4.1% | -12.2% |
| 6M | +1.9% | -12.1% | +14.0% | +2.9% |
| YTD | +6.6% | -14.1% | +20.7% | +7.1% |
| 1Y | +23.7% | +15.9% | +7.8% | +14.4% |
| 3Y | +64.6% | +417.8% | -353.3% | -25.8% |
| 5Y | +156.4% | +259.3% | -103.0% | +28.7% |
| 10Y | +415.4% | +192.7% | +222.6% | +169.6% |
| All | +1,194.1% | +229.4% | +964.7% | +373.2% |
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