-9.1%
T vs ECHO
+40.1%
-49.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -1.9% |
| 7D | -1.3% | +3.4% | -4.7% | -1.0% |
| 30D | +11.4% | +2.4% | +9.0% | +11.6% |
| 3M | +14.3% | -28.0% | +42.2% | +12.2% |
| 6M | -9.3% | -21.2% | +12.0% | -10.0% |
| YTD | +7.1% | -17.4% | +24.5% | +6.5% |
| 1Y | -9.1% | +33.6% | -42.7% | -6.6% |
| All | -9.1% | +40.1% | -49.2% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling