+533.2%
XYZ vs ECHO
+173.8%
+359.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.0% | +3.4% | -4.4% | -1.7% |
| 30D | -1.7% | +2.4% | -4.1% | -2.3% |
| 3M | +16.7% | -28.0% | +44.7% | +24.6% |
| 6M | +26.9% | -21.2% | +48.1% | +31.9% |
| YTD | +27.1% | -17.4% | +44.5% | +30.5% |
| 1Y | +9.3% | +33.6% | -24.3% | +0.1% |
| 3Y | +42.3% | +419.7% | -377.4% | -28.4% |
| 5Y | -69.3% | +241.7% | -311.0% | -81.8% |
| 10Y | +586.8% | +180.8% | +406.1% | +327.7% |
| All | +533.2% | +173.8% | +359.4% | +284.0% |
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