+13.5%
U vs ECHO
+436.9%
-423.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | +2.0% |
| 7D | +4.5% | +8.6% | -4.1% | +3.1% |
| 30D | -0.6% | +3.8% | -4.3% | -1.2% |
| 3M | +48.4% | -19.9% | +68.3% | +53.1% |
| 6M | +115.4% | -12.1% | +127.4% | +118.5% |
| YTD | -3.2% | -14.1% | +10.8% | -1.6% |
| 1Y | -6.0% | +15.9% | -21.9% | -8.7% |
| 3Y | +13.5% | +417.8% | -404.4% | -26.8% |
| All | +13.5% | +436.9% | -423.4% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling