+637.6%
TEAM vs ECHO
+230.3%
+407.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.9% | -6.1% | -0.1% |
| 7D | -17.2% | +3.0% | -20.2% | -17.7% |
| 30D | -25.1% | +6.7% | -31.8% | -25.9% |
| 3M | +3.9% | +12.4% | -8.5% | +1.8% |
| 6M | +69.1% | -20.4% | +89.5% | +72.6% |
| YTD | -4.5% | -6.9% | +2.4% | -5.4% |
| 1Y | -1.9% | +37.7% | -39.6% | -8.1% |
| 3Y | -9.3% | +902.9% | -912.2% | -47.7% |
| 5Y | -65.2% | +275.3% | -340.5% | -75.5% |
| 10Y | +467.0% | +159.0% | +308.0% | +323.4% |
| All | +637.6% | +230.3% | +407.3% | +365.0% |
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