+12.4%
O vs ECHO
+286.2%
-273.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.9% | -6.2% | +0.6% |
| 7D | +3.3% | +3.0% | +0.3% | +3.2% |
| 30D | +10.3% | +6.7% | +3.6% | +10.0% |
| 3M | -3.5% | +12.4% | -15.8% | -3.9% |
| 6M | -1.3% | -20.4% | +19.1% | -0.7% |
| YTD | +10.3% | -6.9% | +17.2% | +10.1% |
| 1Y | +10.4% | +37.7% | -27.3% | +8.5% |
| 3Y | +40.0% | +902.9% | -862.9% | +14.4% |
| 5Y | +12.4% | +275.3% | -263.0% | +2.4% |
| All | +12.4% | +286.2% | -273.9% | +2.4% |
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