+55.3%
V vs ECHO
+388.0%
-332.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.7% | +3.4% | -5.1% | -1.8% |
| 30D | +2.0% | +2.4% | -0.4% | +1.9% |
| 3M | +17.4% | -28.0% | +45.3% | +18.5% |
| 6M | +17.5% | -21.2% | +38.7% | +18.0% |
| YTD | +7.6% | -17.4% | +25.0% | +7.8% |
| 1Y | +7.7% | +33.6% | -25.9% | +5.7% |
| All | +55.3% | +388.0% | -332.8% | +40.8% |
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