+204.4%
RSP vs ECHO
+193.6%
+10.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.1% | -1.5% |
| 7D | -0.4% | +8.6% | -9.0% | -1.4% |
| 30D | -1.5% | +3.8% | -5.3% | -2.0% |
| 3M | +4.8% | -19.9% | +24.7% | +7.1% |
| 6M | +10.3% | -12.1% | +22.3% | +10.9% |
| YTD | +14.1% | -14.1% | +28.1% | +14.6% |
| 1Y | +17.0% | +15.9% | +1.2% | +12.9% |
| 3Y | +54.2% | +417.8% | -363.7% | +4.3% |
| 5Y | +51.5% | +259.3% | -207.8% | +10.3% |
| 10Y | +204.4% | +192.7% | +11.7% | +127.1% |
| All | +204.4% | +193.6% | +10.8% | +127.1% |
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