+167.8%
SLV vs ECHO
+255.2%
-87.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -1.0% |
| 7D | +2.5% | +8.6% | -6.1% | +2.0% |
| 30D | +3.3% | +3.8% | -0.5% | +3.0% |
| 3M | -3.6% | -19.9% | +16.3% | -2.5% |
| 6M | -21.8% | -12.1% | -9.8% | -21.2% |
| YTD | -7.8% | -14.1% | +6.2% | -7.1% |
| 1Y | +58.3% | +15.9% | +42.4% | +57.8% |
| 3Y | +182.6% | +417.8% | -235.3% | +156.7% |
| 5Y | +167.8% | +259.3% | -91.5% | +145.9% |
| All | +167.8% | +255.2% | -87.4% | +145.9% |
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