+148.9%
ECHO vs P
+485.4%
-336.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | +3.4% | +6.5% | -3.1% | +2.3% |
| 30D | +2.4% | +18.8% | -16.5% | -1.0% |
| 3M | -28.0% | +26.7% | -54.7% | -31.4% |
| 6M | -21.2% | +62.2% | -83.4% | -28.9% |
| YTD | -17.4% | +48.5% | -65.9% | -24.8% |
| 1Y | +33.6% | +26.4% | +7.2% | +23.3% |
| 3Y | +419.7% | +159.4% | +260.3% | +301.3% |
| 5Y | +241.7% | +275.8% | -34.1% | +138.9% |
| 10Y | +180.8% | +732.0% | -551.3% | +62.4% |
| All | +148.9% | +485.4% | -336.4% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling