+162.6%
SHEL vs ECHO
+227.9%
-65.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.3% |
| 7D | +0.8% | +5.7% | -4.9% | +0.6% |
| 30D | -3.6% | +13.8% | -17.4% | -4.0% |
| 3M | +12.0% | +9.1% | +3.0% | +11.6% |
| 6M | +19.7% | -24.9% | +44.6% | +20.6% |
| YTD | +39.6% | -8.0% | +47.6% | +39.3% |
| 1Y | +36.4% | +42.9% | -6.5% | +33.7% |
| 3Y | +70.2% | +926.7% | -856.5% | +39.0% |
| All | +162.6% | +227.9% | -65.2% | +169.8% |
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 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