+120.1%
SPOT vs ECHO
+227.9%
-107.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.2% |
| 7D | +1.6% | +5.7% | -4.1% | +1.2% |
| 30D | +16.9% | +13.8% | +3.1% | +15.7% |
| 3M | +23.0% | +9.1% | +13.9% | +21.9% |
| 6M | +42.2% | -24.9% | +67.1% | +44.2% |
| YTD | +5.5% | -8.0% | +13.5% | +4.7% |
| 1Y | -5.1% | +42.9% | -48.0% | -9.3% |
| 3Y | +257.9% | +926.7% | -668.8% | +143.5% |
| All | +120.1% | +227.9% | -107.8% | +95.8% |
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