-53.4%
TE vs ECHO
+116.6%
-170.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.3% | -6.9% |
| 7D | +0.9% | +2.3% | -1.4% | +0.4% |
| 30D | -16.3% | +4.4% | -20.7% | -17.1% |
| 3M | -40.8% | -20.3% | -20.5% | -37.5% |
| 6M | -42.6% | -15.3% | -27.3% | -40.7% |
| YTD | -31.4% | -15.5% | -15.9% | -29.2% |
| 1Y | +144.9% | +15.0% | +129.9% | +136.2% |
| 3Y | -26.0% | +409.1% | -435.2% | -57.1% |
| 5Y | -48.5% | +260.6% | -309.1% | -68.8% |
| All | -53.4% | +116.6% | -170.0% | -71.6% |
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