+62.5%
SLB vs ECHO
+260.3%
-197.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.7% | +0.2% |
| 7D | -7.1% | -2.4% | -4.7% | -7.0% |
| 30D | +4.1% | -3.1% | +7.2% | +4.2% |
| 3M | -2.6% | +8.7% | -11.4% | -3.4% |
| 6M | -8.6% | -24.8% | +16.2% | -7.0% |
| YTD | +32.2% | -13.0% | +45.2% | +32.4% |
| 1Y | +40.7% | +33.9% | +6.7% | +36.4% |
| 3Y | -4.5% | +791.8% | -796.3% | -30.0% |
| All | +62.5% | +260.3% | -197.8% | +42.8% |
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