+502.9%
TEAM vs ECHO
+187.5%
+315.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +1.0% |
| 7D | -4.7% | +5.3% | -10.0% | -5.3% |
| 30D | +17.0% | +2.4% | +14.6% | +16.6% |
| 3M | +85.9% | -21.8% | +107.7% | +90.6% |
| 6M | +116.7% | -16.9% | +133.6% | +119.1% |
| YTD | +9.6% | -16.0% | +25.6% | +10.4% |
| 1Y | -2.5% | +9.3% | -11.8% | -5.4% |
| 3Y | -14.0% | +406.2% | -420.2% | -40.8% |
| 5Y | -53.1% | +251.0% | -304.0% | -65.9% |
| 10Y | +502.9% | +191.3% | +311.7% | +366.6% |
| All | +502.9% | +187.5% | +315.4% | +366.6% |
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