+454.5%
TEAM vs ECHO
+155.6%
+298.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.9% | +4.5% | +2.8% |
| 7D | -19.7% | +3.6% | -23.3% | -20.2% |
| 30D | -26.6% | +7.5% | -34.1% | -27.5% |
| 3M | -1.1% | +16.2% | -17.2% | -3.3% |
| 6M | +74.6% | -20.9% | +95.5% | +78.0% |
| YTD | -6.0% | -6.0% | 0.0% | -6.9% |
| 1Y | -3.2% | +43.4% | -46.6% | -9.4% |
| 3Y | -13.5% | +924.0% | -937.6% | -48.1% |
| 5Y | -65.5% | +249.6% | -315.1% | -74.8% |
| 10Y | +454.5% | +151.3% | +303.3% | +339.7% |
| All | +454.5% | +155.6% | +298.9% | +339.7% |
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 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