+3.3%
ON vs ECHO
+923.2%
-919.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.3% |
| 7D | -4.1% | +2.2% | -6.3% | -4.3% |
| 30D | -10.2% | +9.8% | -20.0% | -11.2% |
| 3M | -12.7% | +16.8% | -29.6% | -14.4% |
| 6M | -32.5% | -18.1% | -14.5% | -31.3% |
| YTD | +28.6% | -4.2% | +32.7% | +28.1% |
| 1Y | +43.4% | +41.2% | +2.2% | +37.1% |
| 3Y | +3.3% | +943.7% | -940.4% | -32.9% |
| All | +3.3% | +923.2% | -919.9% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling