-39.0%
U vs ECHO
+213.0%
-252.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.8% | +3.4% | -7.2% | -4.4% |
| 30D | +17.5% | +2.4% | +15.1% | +16.9% |
| 3M | +38.7% | -28.0% | +66.7% | +46.2% |
| 6M | +104.4% | -21.2% | +125.7% | +111.6% |
| YTD | -5.7% | -17.4% | +11.7% | -3.3% |
| 1Y | +3.7% | +33.6% | -29.9% | -2.3% |
| 3Y | +12.3% | +419.7% | -407.4% | -28.0% |
| 5Y | -68.8% | +241.7% | -310.5% | -79.1% |
| All | -39.0% | +213.0% | -252.1% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling