+631.0%
SPY vs ECHO
+256.8%
+374.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.9% | -4.6% | +1.2% |
| 7D | +0.1% | +3.0% | -2.9% | -0.5% |
| 30D | -3.3% | +6.7% | -10.0% | -4.6% |
| 3M | -2.4% | +12.4% | -14.8% | -4.6% |
| 6M | +2.6% | -20.4% | +23.0% | +5.3% |
| YTD | +11.2% | -6.9% | +18.1% | +10.2% |
| 1Y | +13.4% | +37.7% | -24.3% | +4.8% |
| 3Y | +79.9% | +902.9% | -823.0% | -8.3% |
| 5Y | +72.2% | +275.3% | -203.1% | +9.7% |
| 10Y | +307.3% | +159.0% | +148.3% | +174.6% |
| All | +631.0% | +256.8% | +374.2% | +248.7% |
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