-9.8%
T vs ECHO
+45.5%
-55.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | +0.2% |
| 7D | +2.5% | +5.7% | -3.1% | +3.3% |
| 30D | -3.8% | +13.8% | -17.6% | -1.9% |
| 3M | -8.7% | +9.1% | -17.8% | -7.2% |
| 6M | -8.1% | -24.9% | +16.8% | -8.5% |
| YTD | -6.4% | -8.0% | +1.6% | -5.5% |
| 1Y | -9.8% | +42.9% | -52.7% | -7.0% |
| All | -9.8% | +45.5% | -55.3% | -7.0% |
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