+2,559.7%
TER vs ECHO
+256.8%
+2,302.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +6.9% | +5.8% | +10.7% |
| 7D | -5.8% | +3.0% | -8.8% | -6.1% |
| 30D | -38.9% | +6.7% | -45.6% | -39.8% |
| 3M | -35.1% | +12.4% | -47.5% | -36.9% |
| 6M | -31.6% | -20.4% | -11.2% | -27.3% |
| YTD | +27.2% | -6.9% | +34.2% | +28.4% |
| 1Y | +35.2% | +37.7% | -2.5% | +21.9% |
| 3Y | +192.8% | +902.9% | -710.1% | +3.6% |
| 5Y | +72.4% | +275.3% | -202.9% | -14.6% |
| 10Y | +1,001.8% | +159.0% | +842.8% | +499.8% |
| All | +2,559.7% | +256.8% | +2,302.9% | +807.9% |
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