+621.5%
XYZ vs ECHO
+155.6%
+465.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.6% |
| 7D | -2.2% | +3.6% | -5.8% | -3.0% |
| 30D | +11.6% | +7.5% | +4.1% | +9.4% |
| 3M | +8.4% | +16.2% | -7.8% | +4.3% |
| 6M | +17.2% | -20.9% | +38.0% | +21.6% |
| YTD | +31.7% | -6.0% | +37.7% | +30.7% |
| 1Y | +30.1% | +43.4% | -13.3% | +17.6% |
| 3Y | +66.4% | +924.0% | -857.6% | -33.0% |
| 5Y | -62.2% | +249.6% | -311.8% | -76.9% |
| 10Y | +621.5% | +151.3% | +470.3% | +415.7% |
| All | +621.5% | +155.6% | +465.9% | +415.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling