+66.1%
T vs ECHO
+255.2%
-189.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.4% |
| 7D | -1.5% | +8.6% | -10.1% | -1.7% |
| 30D | +7.6% | +3.8% | +3.9% | +7.5% |
| 3M | +15.3% | -19.9% | +35.2% | +15.8% |
| 6M | -8.5% | -12.1% | +3.6% | -8.4% |
| YTD | +6.8% | -14.1% | +20.8% | +6.7% |
| 1Y | -7.2% | +15.9% | -23.1% | -8.2% |
| 3Y | +108.2% | +417.8% | -309.6% | +85.5% |
| 5Y | +66.1% | +259.3% | -193.3% | +53.9% |
| All | +66.1% | +255.2% | -189.2% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling