+235.3%
SLV vs ECHO
+187.5%
+47.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +2.4% |
| 7D | +2.8% | +5.3% | -2.5% | +2.4% |
| 30D | +2.2% | +2.4% | -0.2% | +2.0% |
| 3M | +2.9% | -21.8% | +24.7% | +4.5% |
| 6M | -22.4% | -16.9% | -5.5% | -21.5% |
| YTD | -5.7% | -16.0% | +10.2% | -4.7% |
| 1Y | +63.3% | +9.3% | +54.0% | +62.5% |
| 3Y | +189.0% | +406.2% | -217.2% | +149.1% |
| 5Y | +172.7% | +251.0% | -78.3% | +140.7% |
| 10Y | +235.3% | +191.3% | +44.0% | +201.2% |
| All | +235.3% | +187.5% | +47.7% | +201.2% |
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