+207.4%
SHEL vs ECHO
+193.4%
+14.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +3.9% | +2.3% | +1.6% | +3.7% |
| 30D | +7.0% | +4.4% | +2.6% | +6.4% |
| 3M | +12.5% | -20.3% | +32.8% | +15.0% |
| 6M | +14.8% | -15.3% | +30.1% | +15.8% |
| YTD | +34.2% | -15.5% | +49.7% | +34.8% |
| 1Y | +37.0% | +15.0% | +22.0% | +31.9% |
| 3Y | +70.9% | +409.1% | -338.3% | +11.1% |
| 5Y | +192.5% | +260.6% | -68.1% | +106.0% |
| All | +207.4% | +193.4% | +14.0% | +131.9% |
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