+29.3%
V vs ECHO
+34.5%
-5.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.3% | +7.1% | +3.7% |
| 7D | +9.0% | +4.6% | +4.4% | +9.1% |
| 30D | +18.1% | +0.4% | +17.7% | +18.2% |
| 3M | +18.3% | +7.7% | +10.7% | +18.7% |
| 6M | +34.1% | -18.0% | +52.1% | +34.2% |
| YTD | +25.2% | -9.3% | +34.5% | +24.8% |
| 1Y | +29.3% | +34.2% | -4.9% | +26.9% |
| All | +29.3% | +34.5% | -5.2% | +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