+264.0%
SPOT vs ECHO
+111.2%
+152.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -0.9% | +3.4% | -4.3% | -1.2% |
| 30D | +12.5% | +2.4% | +10.1% | +12.2% |
| 3M | +9.9% | -28.0% | +37.8% | +12.9% |
| 6M | +1.6% | -21.2% | +22.8% | +2.7% |
| YTD | -6.6% | -17.4% | +10.8% | -6.3% |
| 1Y | -22.9% | +33.6% | -56.5% | -26.8% |
| 3Y | +244.3% | +419.7% | -175.4% | +150.2% |
| 5Y | +117.8% | +241.7% | -123.9% | +70.2% |
| All | +264.0% | +111.2% | +152.8% | +201.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling