+543.7%
O vs ECHO
+216.6%
+327.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.7% | +3.4% | -4.2% | -1.2% |
| 30D | -1.9% | +2.4% | -4.2% | -2.2% |
| 3M | +3.8% | -28.0% | +31.8% | +8.0% |
| 6M | -4.7% | -21.2% | +16.5% | -2.7% |
| YTD | +12.5% | -17.4% | +29.9% | +13.5% |
| 1Y | +10.8% | +33.6% | -22.8% | +3.3% |
| 3Y | +28.8% | +419.7% | -390.9% | -20.4% |
| 5Y | +13.2% | +241.7% | -228.5% | -24.3% |
| 10Y | +53.5% | +180.8% | -127.3% | +3.0% |
| All | +543.7% | +216.6% | +327.1% | +191.1% |
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