-50.5%
SE vs ECHO
+40.9%
-91.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.4% | -1.9% |
| 7D | 0.0% | +2.2% | -2.1% | -0.4% |
| 30D | -19.4% | +9.8% | -29.2% | -20.6% |
| 3M | -33.1% | +16.8% | -49.9% | -34.7% |
| 6M | -11.4% | -18.1% | +6.6% | -9.9% |
| YTD | -39.8% | -4.2% | -35.6% | -40.5% |
| 1Y | -50.5% | +41.2% | -91.7% | -54.8% |
| All | -50.5% | +40.9% | -91.4% | -54.8% |
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