+1,744.2%
TER vs ECHO
+193.6%
+1,550.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.2% | +3.4% |
| 7D | +11.0% | +8.6% | +2.4% | +9.1% |
| 30D | -1.9% | +3.8% | -5.6% | -2.5% |
| 3M | -0.7% | -19.9% | +19.2% | +3.5% |
| 6M | +36.4% | -12.1% | +48.4% | +39.3% |
| YTD | +92.4% | -14.1% | +106.5% | +96.5% |
| 1Y | +213.5% | +15.9% | +197.7% | +201.4% |
| 3Y | +277.2% | +417.8% | -140.6% | +120.4% |
| 5Y | +219.1% | +259.3% | -40.2% | +104.8% |
| 10Y | +1,744.2% | +192.7% | +1,551.5% | +1,116.8% |
| All | +1,744.2% | +193.6% | +1,550.7% | +1,116.8% |
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