+27.1%
V vs ECHO
+36.9%
-9.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.9% | -7.1% | +0.1% |
| 7D | -0.8% | +3.0% | -3.8% | -0.7% |
| 30D | +9.5% | +6.7% | +2.8% | +9.8% |
| 3M | +16.7% | +12.4% | +4.3% | +17.2% |
| 6M | +32.9% | -20.4% | +53.4% | +33.0% |
| YTD | +21.1% | -6.9% | +28.0% | +20.8% |
| All | +27.1% | +36.9% | -9.8% | +25.9% |
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