+3,760.1%
TER vs ECHO
+216.6%
+3,543.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +0.6% | +3.4% | -2.8% | -0.3% |
| 30D | -8.3% | +2.4% | -10.6% | -8.8% |
| 3M | -12.2% | -28.0% | +15.7% | -4.0% |
| 6M | +17.1% | -21.2% | +38.3% | +24.2% |
| YTD | +84.7% | -17.4% | +102.1% | +91.9% |
| 1Y | +199.9% | +33.6% | +166.3% | +169.3% |
| 3Y | +232.8% | +419.7% | -186.9% | +46.0% |
| 5Y | +198.6% | +241.7% | -43.1% | +49.7% |
| 10Y | +1,669.7% | +180.8% | +1,489.0% | +791.8% |
| All | +3,760.1% | +216.6% | +3,543.5% | +1,257.5% |
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