+2,773.6%
TER vs ECHO
+260.3%
+2,513.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.9% | +10.2% | +8.8% |
| 7D | +5.9% | +3.6% | +2.3% | +5.2% |
| 30D | -30.8% | +7.5% | -38.2% | -31.9% |
| 3M | -29.9% | +16.2% | -46.1% | -32.6% |
| 6M | -27.5% | -20.9% | -6.6% | -22.9% |
| YTD | +37.5% | -6.0% | +43.5% | +38.2% |
| 1Y | +50.3% | +43.4% | +6.9% | +33.8% |
| 3Y | +204.9% | +924.0% | -719.2% | +7.0% |
| 5Y | +89.2% | +249.6% | -160.5% | -2.8% |
| 10Y | +1,077.0% | +151.3% | +925.7% | +552.3% |
| All | +2,773.6% | +260.3% | +2,513.2% | +877.5% |
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