+42.1%
U vs ECHO
+45.5%
-3.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.3% | +4.7% |
| 7D | +2.6% | +5.7% | -3.1% | +0.9% |
| 30D | +27.6% | +13.8% | +13.7% | +21.5% |
| 3M | +15.3% | +9.1% | +6.3% | +11.2% |
| 6M | +96.4% | -24.9% | +121.3% | +110.3% |
| YTD | +19.6% | -8.0% | +27.6% | +17.8% |
| 1Y | +42.1% | +42.9% | -0.8% | +26.9% |
| All | +42.1% | +45.5% | -3.4% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling