+208.2%
SHEL vs ECHO
+252.6%
-44.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.0% |
| 7D | +0.8% | +5.7% | -4.9% | -0.3% |
| 30D | -3.6% | +13.8% | -17.4% | -6.1% |
| 3M | +12.0% | +9.1% | +3.0% | +9.6% |
| 6M | +19.7% | -24.9% | +44.6% | +24.2% |
| YTD | +39.6% | -8.0% | +47.6% | +37.7% |
| 1Y | +36.4% | +42.9% | -6.5% | +23.0% |
| 3Y | +70.2% | +926.7% | -856.5% | -26.2% |
| 5Y | +169.2% | +230.4% | -61.1% | +63.2% |
| 10Y | +217.1% | +145.9% | +71.2% | +104.3% |
| All | +208.2% | +252.6% | -44.4% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling