+81.8%
SPY vs ECHO
+255.2%
-173.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.6% | -0.8% |
| 7D | +0.5% | +8.6% | -8.0% | 0.0% |
| 30D | -0.9% | +3.8% | -4.7% | -1.2% |
| 3M | +3.9% | -19.9% | +23.8% | +5.2% |
| 6M | +14.5% | -12.1% | +26.6% | +15.0% |
| YTD | +12.9% | -14.1% | +27.0% | +13.3% |
| 1Y | +19.4% | +15.9% | +3.5% | +17.3% |
| 3Y | +78.5% | +417.8% | -339.4% | +49.0% |
| 5Y | +81.8% | +259.3% | -177.6% | +58.5% |
| All | +81.8% | +255.2% | -173.5% | +58.5% |
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 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