+224.2%
ECHO vs P
+286.6%
-62.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.4% | -7.4% | -4.5% |
| 7D | +9.1% | +17.8% | -8.7% | +6.5% |
| 30D | +7.2% | -29.9% | +37.0% | +12.2% |
| 3M | +6.1% | -1.2% | +7.3% | +5.7% |
| 6M | -24.2% | +32.1% | -56.3% | -28.2% |
| YTD | -9.7% | +64.3% | -74.0% | -18.0% |
| 1Y | +40.9% | +24.3% | +16.7% | +31.9% |
| 3Y | +883.3% | +203.2% | +680.0% | +667.8% |
| 5Y | +224.2% | +290.4% | -66.2% | +139.3% |
| All | +224.2% | +286.6% | -62.4% | +139.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling