+58.3%
SLV vs ECHO
+14.6%
+43.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -1.8% |
| 7D | +2.5% | +8.6% | -6.1% | +0.2% |
| 30D | +3.3% | +3.8% | -0.5% | +2.1% |
| 3M | -3.6% | -19.9% | +16.3% | +1.5% |
| 6M | -21.8% | -12.1% | -9.8% | -19.1% |
| YTD | -7.8% | -14.1% | +6.2% | -4.1% |
| 1Y | +58.3% | +15.9% | +42.4% | +55.7% |
| All | +58.3% | +14.6% | +43.7% | +55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling