+34.2%
ECHO vs PBR
+74.7%
-40.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.0% | +3.7% | -3.3% |
| 7D | +4.6% | -11.0% | +15.6% | +4.4% |
| 30D | +0.4% | -18.8% | +19.2% | +0.1% |
| 3M | +7.7% | +7.8% | -0.2% | +8.7% |
| 6M | -18.0% | -7.6% | -10.5% | -18.2% |
| YTD | -9.3% | +72.7% | -81.9% | -4.9% |
| 1Y | +34.2% | +72.9% | -38.7% | +34.4% |
| All | +34.2% | +74.7% | -40.5% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 1y: compounded portfolio wealth divided by compounded PBR 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…
1y analysis · Full analysis span regression · 6 months rolling