+646.1%
SPY vs ECHO
+216.6%
+429.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | +3.4% | -3.3% | -0.4% |
| 30D | +0.1% | +2.4% | -2.3% | -0.4% |
| 3M | +2.0% | -28.0% | +29.9% | +7.0% |
| 6M | +13.0% | -21.2% | +34.3% | +16.1% |
| YTD | +13.5% | -17.4% | +30.9% | +15.1% |
| 1Y | +20.0% | +33.6% | -13.6% | +11.1% |
| 3Y | +77.2% | +419.7% | -342.5% | +4.7% |
| 5Y | +81.9% | +241.7% | -159.8% | +17.2% |
| 10Y | +314.1% | +180.8% | +133.3% | +166.3% |
| All | +646.1% | +216.6% | +429.5% | +264.2% |
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 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