-6.5%
U vs ECHO
+9.3%
-15.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | +0.2% |
| 7D | +4.4% | +5.3% | -1.0% | +2.7% |
| 30D | -1.3% | +2.4% | -3.7% | -2.2% |
| 3M | +49.6% | -21.8% | +71.4% | +59.3% |
| 6M | +100.2% | -16.9% | +117.1% | +107.0% |
| YTD | -3.7% | -16.0% | +12.3% | -1.5% |
| 1Y | -6.5% | +9.3% | -15.8% | -21.2% |
| All | -6.5% | +9.3% | -15.8% | -21.2% |
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