+78.5%
SPY vs ECHO
+436.9%
-358.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.6% | -0.7% |
| 7D | +0.5% | +8.6% | -8.0% | +0.2% |
| 30D | -0.9% | +3.8% | -4.7% | -1.1% |
| 3M | +3.9% | -19.9% | +23.8% | +4.8% |
| 6M | +14.5% | -12.1% | +26.6% | +14.9% |
| YTD | +12.9% | -14.1% | +27.0% | +13.2% |
| 1Y | +19.4% | +15.9% | +3.5% | +18.0% |
| 3Y | +78.5% | +417.8% | -339.4% | +60.6% |
| All | +78.5% | +436.9% | -358.4% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling