-53.8%
TEAM vs ECHO
+255.2%
-309.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.0% | -11.0% | -7.4% |
| 7D | -5.7% | +8.6% | -14.3% | -6.5% |
| 30D | +18.3% | +3.8% | +14.6% | +17.8% |
| 3M | +80.2% | -19.9% | +100.1% | +83.9% |
| 6M | +111.0% | -12.1% | +123.0% | +111.7% |
| YTD | +8.8% | -14.1% | +22.9% | +9.2% |
| 1Y | +2.2% | +15.9% | -13.7% | -1.2% |
| 3Y | -14.6% | +417.8% | -432.5% | -39.6% |
| 5Y | -53.8% | +259.3% | -313.1% | -64.5% |
| All | -53.8% | +255.2% | -309.0% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling