+62.6%
XYZ vs ECHO
+900.0%
-837.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.6% |
| 7D | -1.1% | +5.7% | -6.7% | -1.6% |
| 30D | +11.5% | +13.8% | -2.3% | +9.8% |
| 3M | +1.8% | +9.1% | -7.3% | +0.6% |
| 6M | +21.2% | -24.9% | +46.2% | +24.1% |
| YTD | +29.9% | -8.0% | +37.9% | +30.1% |
| 1Y | +35.8% | +42.9% | -7.1% | +30.8% |
| 3Y | +62.6% | +926.7% | -864.1% | +23.3% |
| All | +62.6% | +900.0% | -837.4% | +23.3% |
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