+407.1%
ECHO vs P
+158.6%
+248.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | +3.4% | +6.5% | -3.1% | +2.6% |
| 30D | +2.4% | +18.8% | -16.5% | -0.4% |
| 3M | -28.0% | +26.7% | -54.7% | -30.7% |
| 6M | -21.2% | +62.2% | -83.4% | -27.7% |
| YTD | -17.4% | +48.5% | -65.9% | -23.7% |
| 1Y | +33.6% | +26.4% | +7.2% | +24.7% |
| All | +407.1% | +158.6% | +248.5% | +335.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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