+58.8%
T vs ECHO
+163.9%
-105.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.5% |
| 7D | +2.6% | +2.2% | +0.4% | +2.4% |
| 30D | -1.1% | +9.8% | -10.9% | -1.8% |
| 3M | -7.7% | +16.8% | -24.6% | -8.9% |
| 6M | -10.6% | -18.1% | +7.4% | -9.9% |
| YTD | -7.5% | -4.2% | -3.3% | -8.3% |
| 1Y | -7.4% | +41.2% | -48.7% | -11.3% |
| 3Y | +63.1% | +943.7% | -880.6% | +9.5% |
| 5Y | +55.2% | +277.5% | -222.3% | +25.6% |
| 10Y | +58.8% | +159.8% | -101.0% | +39.5% |
| All | +58.8% | +163.9% | -105.1% | +39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling