+3,310.4%
V vs ECHO
+275.7%
+3,034.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | -0.8% |
| 7D | +2.2% | -2.4% | +4.6% | +2.5% |
| 30D | +13.6% | -3.1% | +16.7% | +13.8% |
| 3M | +14.3% | +8.7% | +5.6% | +12.3% |
| 6M | +33.1% | -24.8% | +57.9% | +37.3% |
| YTD | +21.2% | -13.0% | +34.2% | +20.8% |
| 1Y | +26.4% | +33.9% | -7.5% | +16.7% |
| 3Y | +77.6% | +791.8% | -714.2% | -7.4% |
| 5Y | +102.6% | +261.7% | -159.1% | +29.2% |
| 10Y | +464.4% | +157.3% | +307.1% | +279.0% |
| All | +3,310.4% | +275.7% | +3,034.7% | +1,674.0% |
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