+1,381.0%
NET vs ECHO
+147.3%
+1,233.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -2.2% |
| 7D | -16.4% | +4.6% | -20.9% | -16.8% |
| 30D | -25.8% | +0.4% | -26.3% | -25.9% |
| 3M | -11.5% | +7.7% | -19.2% | -12.4% |
| 6M | +18.9% | -18.0% | +37.0% | +20.9% |
| YTD | +35.2% | -9.3% | +44.5% | +34.8% |
| 1Y | +14.5% | +34.2% | -19.8% | +8.7% |
| 3Y | +313.8% | +538.7% | -224.9% | +191.8% |
| 5Y | +32.6% | +279.9% | -247.3% | -2.6% |
| All | +1,381.0% | +147.3% | +1,233.7% | +1,050.6% |
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 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