+188.4%
ECHO vs PAYC
+352.8%
-164.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +2.3% | -10.2% | +12.5% | +4.2% |
| 30D | +4.4% | +2.0% | +2.4% | +3.9% |
| 3M | -20.3% | +58.3% | -78.6% | -27.7% |
| 6M | -15.3% | +64.5% | -79.8% | -24.2% |
| YTD | -15.5% | +36.5% | -52.0% | -21.7% |
| 1Y | +15.0% | -1.3% | +16.2% | +13.3% |
| 3Y | +409.1% | -22.1% | +431.3% | +406.2% |
| 5Y | +260.6% | -53.3% | +313.9% | +284.5% |
| All | +188.4% | +352.8% | -164.4% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 10y: compounded portfolio wealth divided by compounded PAYC 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…
10y analysis · Full analysis span regression · 6 months rolling