-27.4%
ON vs ECHO
+436.9%
-464.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.0% | -8.5% | -4.9% |
| 7D | -2.2% | +8.6% | -10.7% | -3.1% |
| 30D | -12.4% | +3.8% | -16.2% | -12.8% |
| 3M | -41.2% | -19.9% | -21.3% | -39.9% |
| 6M | +25.0% | -12.1% | +37.1% | +26.2% |
| YTD | +31.3% | -14.1% | +45.3% | +32.6% |
| 1Y | +45.4% | +15.9% | +29.6% | +42.1% |
| 3Y | -27.4% | +417.8% | -445.3% | -45.2% |
| All | -27.4% | +436.9% | -464.3% | -45.2% |
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