+556.1%
ON vs ECHO
+155.6%
+400.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.9% | +7.6% | +6.2% |
| 7D | +3.3% | +3.6% | -0.3% | +2.6% |
| 30D | -3.1% | +7.5% | -10.6% | -4.8% |
| 3M | -9.2% | +16.2% | -25.4% | -12.6% |
| 6M | -31.4% | -20.9% | -10.5% | -27.9% |
| YTD | +36.0% | -6.0% | +41.9% | +35.3% |
| 1Y | +52.0% | +43.4% | +8.6% | +35.8% |
| 3Y | +9.3% | +924.0% | -914.8% | -62.0% |
| 5Y | +26.5% | +249.6% | -223.1% | -29.0% |
| 10Y | +556.1% | +151.3% | +404.9% | +346.4% |
| All | +556.1% | +155.6% | +400.5% | +346.4% |
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 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