-22.7%
U vs ECHO
+248.6%
-271.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.3% | +4.9% |
| 7D | +2.6% | +5.7% | -3.1% | +1.5% |
| 30D | +27.6% | +13.8% | +13.7% | +24.1% |
| 3M | +15.3% | +9.1% | +6.3% | +13.0% |
| 6M | +96.4% | -24.9% | +121.3% | +104.4% |
| YTD | +19.6% | -8.0% | +27.6% | +19.6% |
| 1Y | +42.1% | +42.9% | -0.8% | +32.0% |
| 3Y | +87.5% | +926.7% | -839.2% | +3.6% |
| 5Y | -73.1% | +230.4% | -303.5% | -82.5% |
| All | -22.7% | +248.6% | -271.3% | -42.5% |
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 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