+319.7%
SPY vs ECHO
+187.5%
+132.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | -0.2% |
| 7D | -0.4% | +5.3% | -5.7% | -0.9% |
| 30D | -1.4% | +2.4% | -3.8% | -1.7% |
| 3M | +3.7% | -21.8% | +25.5% | +6.1% |
| 6M | +13.0% | -16.9% | +29.9% | +14.4% |
| YTD | +12.4% | -16.0% | +28.4% | +13.3% |
| 1Y | +18.5% | +9.3% | +9.3% | +15.7% |
| 3Y | +77.6% | +406.2% | -328.6% | +27.6% |
| 5Y | +81.7% | +251.0% | -169.3% | +38.9% |
| 10Y | +319.7% | +191.3% | +128.4% | +235.2% |
| All | +319.7% | +187.5% | +132.1% | +235.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling