+106.5%
T vs ECHO
+417.6%
-311.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.3% |
| 7D | -1.5% | +8.6% | -10.1% | -1.5% |
| 30D | +7.6% | +3.8% | +3.9% | +7.6% |
| 3M | +15.3% | -19.9% | +35.2% | +15.4% |
| 6M | -8.5% | -12.1% | +3.6% | -8.5% |
| YTD | +6.8% | -14.1% | +20.8% | +6.7% |
| 1Y | -7.2% | +15.9% | -23.1% | -7.6% |
| All | +106.5% | +417.6% | -311.0% | +101.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling