+597.0%
SE vs ECHO
+111.6%
+485.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +0.5% |
| 7D | +0.6% | +8.6% | -8.0% | -0.7% |
| 30D | -0.1% | +3.8% | -3.8% | -0.7% |
| 3M | +34.1% | -19.9% | +54.0% | +38.3% |
| 6M | +23.2% | -12.1% | +35.3% | +24.5% |
| YTD | -11.2% | -14.1% | +2.9% | -10.3% |
| 1Y | -40.5% | +15.9% | -56.4% | -43.1% |
| 3Y | +196.3% | +417.8% | -221.6% | +78.9% |
| 5Y | -67.0% | +259.3% | -326.3% | -77.7% |
| All | +597.0% | +111.6% | +485.3% | +431.9% |
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