+79.9%
SPY vs ECHO
+842.2%
-762.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.9% | -4.6% | +2.0% |
| 7D | +0.1% | +3.0% | -2.9% | -0.1% |
| 30D | -3.3% | +6.7% | -10.0% | -3.7% |
| 3M | -2.4% | +12.4% | -14.8% | -3.1% |
| 6M | +2.6% | -20.4% | +23.0% | +3.3% |
| YTD | +11.2% | -6.9% | +18.1% | +11.0% |
| 1Y | +13.4% | +37.7% | -24.3% | +11.2% |
| 3Y | +79.9% | +902.9% | -823.0% | +58.3% |
| All | +79.9% | +842.2% | -762.3% | +58.3% |
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