-9.3%
TEAM vs ECHO
+842.2%
-851.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.9% | -6.1% | +0.3% |
| 7D | -17.2% | +3.0% | -20.2% | -17.4% |
| 30D | -25.1% | +6.7% | -31.8% | -25.5% |
| 3M | +3.9% | +12.4% | -8.5% | +2.9% |
| 6M | +69.1% | -20.4% | +89.5% | +71.1% |
| YTD | -4.5% | -6.9% | +2.4% | -4.8% |
| 1Y | -1.9% | +37.7% | -39.6% | -5.1% |
| 3Y | -9.3% | +902.9% | -912.2% | -30.1% |
| All | -9.3% | +842.2% | -851.5% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling