+112.5%
NET vs ECHO
+242.1%
-129.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -7.0% | +3.4% | -10.4% | -7.4% |
| 30D | -4.8% | +2.4% | -7.2% | -5.1% |
| 3M | +3.8% | -28.0% | +31.8% | +8.3% |
| 6M | +50.0% | -21.2% | +71.3% | +53.1% |
| YTD | +41.5% | -17.4% | +58.9% | +42.9% |
| 1Y | +32.8% | +33.6% | -0.8% | +24.6% |
| 3Y | +335.9% | +419.7% | -83.8% | +187.2% |
| All | +112.5% | +242.1% | -129.6% | +54.5% |
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