-70.0%
U vs ECHO
+261.1%
-331.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.2% | +0.3% | +4.5% |
| 7D | +36.6% | -2.4% | +39.0% | +36.8% |
| 30D | +13.3% | -3.1% | +16.5% | +13.5% |
| 3M | +26.2% | +8.7% | +17.4% | +23.5% |
| 6M | +88.7% | -24.8% | +113.5% | +97.3% |
| YTD | +16.6% | -13.0% | +29.5% | +17.9% |
| 1Y | +29.0% | +33.9% | -5.0% | +20.2% |
| 3Y | +99.5% | +791.8% | -692.3% | -0.6% |
| All | -70.0% | +261.1% | -331.1% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling