+214.7%
T vs ECHO
+216.6%
-1.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -1.9% |
| 7D | -1.3% | +3.4% | -4.7% | -1.6% |
| 30D | +11.4% | +2.4% | +9.0% | +11.0% |
| 3M | +14.3% | -28.0% | +42.2% | +17.8% |
| 6M | -9.3% | -21.2% | +12.0% | -7.9% |
| YTD | +7.1% | -17.4% | +24.5% | +7.6% |
| 1Y | -9.1% | +33.6% | -42.7% | -14.3% |
| 3Y | +105.3% | +419.7% | -314.3% | +39.3% |
| 5Y | +66.8% | +241.7% | -174.9% | +20.9% |
| 10Y | +66.8% | +180.8% | -114.0% | +21.6% |
| All | +214.7% | +216.6% | -1.9% | +90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling