+599.5%
XYZ vs ECHO
+155.0%
+444.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.2% | -3.5% | +0.6% |
| 7D | +12.1% | -2.4% | +14.5% | +12.5% |
| 30D | +12.4% | -3.1% | +15.5% | +12.6% |
| 3M | +8.2% | +8.7% | -0.5% | +5.6% |
| 6M | +20.7% | -24.8% | +45.4% | +26.6% |
| YTD | +31.3% | -13.0% | +44.3% | +32.5% |
| 1Y | +20.5% | +33.9% | -13.4% | +10.5% |
| 3Y | +72.6% | +791.8% | -719.2% | -27.2% |
| 5Y | -64.0% | +261.7% | -325.7% | -78.6% |
| All | +599.5% | +155.0% | +444.5% | +442.1% |
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