+99.1%
V vs ECHO
+260.3%
-161.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | -0.2% |
| 7D | +2.2% | -2.4% | +4.6% | +2.3% |
| 30D | +13.6% | -3.1% | +16.7% | +13.7% |
| 3M | +14.3% | +8.7% | +5.6% | +13.7% |
| 6M | +33.1% | -24.8% | +57.9% | +34.6% |
| YTD | +21.2% | -13.0% | +34.2% | +21.1% |
| 1Y | +26.4% | +33.9% | -7.5% | +23.0% |
| 3Y | +77.6% | +791.8% | -714.2% | +41.8% |
| All | +99.1% | +260.3% | -161.2% | +79.5% |
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