+532.2%
O vs ECHO
+260.3%
+271.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.3% |
| 7D | +0.6% | +3.6% | -3.0% | 0.0% |
| 30D | +9.4% | +7.5% | +2.0% | +8.0% |
| 3M | -2.4% | +16.2% | -18.5% | -4.8% |
| 6M | -1.9% | -20.9% | +19.0% | +0.2% |
| YTD | +10.5% | -6.0% | +16.4% | +9.0% |
| 1Y | +10.0% | +43.4% | -33.4% | +1.7% |
| 3Y | +40.5% | +924.0% | -883.6% | -24.8% |
| 5Y | +10.2% | +249.6% | -239.4% | -25.3% |
| 10Y | +82.5% | +151.3% | -68.8% | +29.0% |
| All | +532.2% | +260.3% | +271.9% | +179.6% |
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 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