+637.9%
SPY vs ECHO
+260.3%
+377.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.6% |
| 7D | -0.9% | +3.6% | -4.5% | -1.6% |
| 30D | -2.4% | +7.5% | -9.8% | -3.7% |
| 3M | -1.2% | +16.2% | -17.3% | -3.9% |
| 6M | +3.3% | -20.9% | +24.2% | +6.2% |
| YTD | +12.3% | -6.0% | +18.3% | +11.1% |
| 1Y | +12.4% | +43.4% | -30.9% | +3.2% |
| 3Y | +78.8% | +924.0% | -845.2% | -9.3% |
| 5Y | +75.2% | +249.6% | -174.5% | +14.4% |
| 10Y | +311.1% | +151.3% | +159.8% | +180.5% |
| All | +637.9% | +260.3% | +377.5% | +251.4% |
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