+926.7%
ECHO vs P
+197.6%
+729.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.2% |
| 7D | +5.7% | +11.6% | -5.9% | +4.0% |
| 30D | +13.8% | -23.7% | +37.5% | +17.6% |
| 3M | +9.1% | -8.0% | +17.1% | +9.8% |
| 6M | -24.9% | +27.9% | -52.8% | -28.3% |
| YTD | -8.0% | +61.2% | -69.2% | -15.7% |
| 1Y | +42.9% | +28.6% | +14.3% | +33.7% |
| 3Y | +926.7% | +200.5% | +726.2% | +746.1% |
| All | +926.7% | +197.6% | +729.1% | +746.1% |
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