-78.0%
SE vs ECHO
+260.3%
-338.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.1% | -0.6% |
| 7D | +2.0% | -2.4% | +4.4% | +2.3% |
| 30D | -20.0% | -3.1% | -16.9% | -19.8% |
| 3M | -31.8% | +8.7% | -40.5% | -32.7% |
| 6M | -15.9% | -24.8% | +8.9% | -13.3% |
| YTD | -40.6% | -13.0% | -27.7% | -40.3% |
| 1Y | -50.7% | +33.9% | -84.6% | -53.3% |
| 3Y | +70.3% | +791.8% | -721.5% | -6.7% |
| All | -78.0% | +260.3% | -338.3% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling