+230.3%
ECHO vs PBF
+303.9%
-73.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | +3.4% | +4.3% | -0.9% | +2.7% |
| 30D | +2.4% | +22.0% | -19.6% | -1.2% |
| 3M | -28.0% | +74.5% | -102.5% | -35.0% |
| 6M | -21.2% | +67.7% | -88.9% | -29.5% |
| YTD | -17.4% | +179.2% | -196.6% | -32.9% |
| 1Y | +33.6% | +170.0% | -136.4% | +7.9% |
| 3Y | +419.7% | +66.4% | +353.3% | +340.9% |
| 5Y | +241.7% | +764.5% | -522.8% | +102.6% |
| 10Y | +180.8% | +358.5% | -177.8% | +53.9% |
| All | +230.3% | +303.9% | -73.6% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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