+572.1%
ON vs ECHO
+193.4%
+378.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -4.7% | +2.3% | -7.0% | -5.3% |
| 30D | -13.5% | +4.4% | -17.9% | -14.4% |
| 3M | -36.3% | -20.3% | -16.0% | -33.0% |
| 6M | +17.8% | -15.3% | +33.1% | +21.1% |
| YTD | +29.6% | -15.5% | +45.1% | +32.4% |
| 1Y | +45.8% | +15.0% | +30.8% | +37.3% |
| 3Y | -28.3% | +409.1% | -437.5% | -67.1% |
| 5Y | +49.6% | +260.6% | -211.0% | -21.8% |
| All | +572.1% | +193.4% | +378.7% | +331.9% |
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