+110.6%
SPOT vs ECHO
+253.4%
-142.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -6.9% | +2.3% | -9.1% | -7.0% |
| 30D | +4.1% | +4.4% | -0.3% | +3.8% |
| 3M | +3.7% | -20.3% | +24.0% | +5.2% |
| 6M | -1.6% | -15.3% | +13.7% | -1.3% |
| YTD | -10.2% | -15.5% | +5.3% | -10.1% |
| 1Y | -25.9% | +15.0% | -40.9% | -27.9% |
| 3Y | +235.6% | +409.1% | -173.6% | +163.8% |
| 5Y | +110.6% | +260.6% | -150.0% | +80.7% |
| All | +110.6% | +253.4% | -142.8% | +80.7% |
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 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