-37.8%
U vs ECHO
+218.3%
-256.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | -0.1% |
| 7D | +4.4% | +5.3% | -1.0% | +3.4% |
| 30D | -1.3% | +2.4% | -3.7% | -1.8% |
| 3M | +49.6% | -21.8% | +71.4% | +55.4% |
| 6M | +100.2% | -16.9% | +117.1% | +105.3% |
| YTD | -3.7% | -16.0% | +12.3% | -1.6% |
| 1Y | -6.5% | +9.3% | -15.8% | -8.8% |
| 3Y | +12.9% | +406.2% | -393.3% | -27.1% |
| 5Y | -68.3% | +251.0% | -319.2% | -78.8% |
| All | -37.8% | +218.3% | -256.1% | -52.7% |
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