+211.0%
RSP vs ECHO
+144.4%
+66.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | +2.4% | +5.7% | -3.3% | +1.7% |
| 30D | +4.3% | +13.8% | -9.5% | +2.5% |
| 3M | -0.3% | +9.1% | -9.4% | -1.6% |
| 6M | +9.8% | -24.9% | +34.8% | +12.6% |
| YTD | +16.8% | -8.0% | +24.8% | +16.1% |
| 1Y | +19.5% | +42.9% | -23.4% | +12.3% |
| 3Y | +65.1% | +926.7% | -861.5% | -4.1% |
| 5Y | +48.7% | +230.4% | -181.7% | +13.6% |
| All | +211.0% | +144.4% | +66.6% | +150.9% |
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