+55.3%
O vs ECHO
+187.5%
-132.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.8% | -1.3% |
| 7D | -2.3% | +5.3% | -7.6% | -2.7% |
| 30D | -2.4% | +2.4% | -4.9% | -2.7% |
| 3M | -0.6% | -21.8% | +21.2% | +1.2% |
| 6M | -5.0% | -16.9% | +11.9% | -4.2% |
| YTD | +10.4% | -16.0% | +26.4% | +10.9% |
| 1Y | +6.6% | +9.3% | -2.7% | +4.1% |
| 3Y | +28.4% | +406.2% | -377.8% | -6.7% |
| 5Y | +15.3% | +251.0% | -235.7% | -10.7% |
| 10Y | +55.3% | +191.3% | -136.0% | +27.9% |
| All | +55.3% | +187.5% | -132.2% | +27.9% |
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