+182.0%
SLV vs ECHO
+139.8%
+42.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | -3.0% |
| 7D | -3.9% | +9.1% | -13.0% | -4.5% |
| 30D | -15.6% | +7.2% | -22.8% | -16.2% |
| 3M | -23.6% | +6.1% | -29.7% | -24.1% |
| 6M | -42.6% | -24.2% | -18.4% | -41.7% |
| YTD | -30.0% | -9.7% | -20.2% | -29.7% |
| 1Y | -6.6% | +40.9% | -47.6% | -8.5% |
| 3Y | +121.8% | +883.3% | -761.4% | +79.7% |
| 5Y | +92.7% | +224.2% | -131.5% | +72.0% |
| All | +182.0% | +139.8% | +42.2% | +148.1% |
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