-40.9%
SE vs ECHO
+40.1%
-81.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -6.1% | +3.4% | -9.5% | -6.5% |
| 30D | -2.5% | +2.4% | -4.8% | -2.8% |
| 3M | +21.7% | -28.0% | +49.7% | +26.3% |
| 6M | +27.0% | -21.2% | +48.2% | +29.4% |
| YTD | -12.1% | -17.4% | +5.3% | -10.9% |
| 1Y | -40.9% | +33.6% | -74.5% | -42.6% |
| All | -40.9% | +40.1% | -81.1% | -42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling