+68.4%
T vs ECHO
+187.5%
-119.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -1.6% |
| 7D | -3.1% | +5.3% | -8.4% | -3.4% |
| 30D | +4.6% | +2.4% | +2.1% | +4.4% |
| 3M | +12.2% | -21.8% | +34.0% | +13.8% |
| 6M | -6.5% | -16.9% | +10.5% | -5.9% |
| YTD | +4.9% | -16.0% | +20.9% | +5.1% |
| 1Y | -10.5% | +9.3% | -19.8% | -12.4% |
| 3Y | +104.6% | +406.2% | -301.6% | +55.3% |
| 5Y | +64.2% | +251.0% | -186.8% | +32.0% |
| 10Y | +68.4% | +191.3% | -122.8% | +45.2% |
| All | +68.4% | +187.5% | -119.1% | +45.2% |
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 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