+802.8%
TEAM vs ECHO
+193.2%
+609.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -0.4% | +3.4% | -3.8% | -0.9% |
| 30D | +67.3% | +2.4% | +64.9% | +66.9% |
| 3M | +86.8% | -28.0% | +114.7% | +94.0% |
| 6M | +146.8% | -21.2% | +168.1% | +151.6% |
| YTD | +16.9% | -17.4% | +34.3% | +18.1% |
| 1Y | +12.8% | +33.6% | -20.8% | +6.1% |
| 3Y | -7.3% | +419.7% | -426.9% | -39.0% |
| 5Y | -50.7% | +241.7% | -292.4% | -64.9% |
| 10Y | +529.8% | +180.8% | +349.1% | +329.4% |
| All | +802.8% | +193.2% | +609.6% | +480.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling