+33.6%
ECHO vs PBR
+70.4%
-36.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | -0.1% |
| 7D | +3.4% | +8.6% | -5.2% | +4.0% |
| 30D | +2.4% | +12.8% | -10.4% | +3.2% |
| 3M | -28.0% | +14.7% | -42.6% | -27.3% |
| 6M | -21.2% | +25.2% | -46.4% | -20.9% |
| YTD | -17.4% | +77.1% | -94.5% | -14.7% |
| 1Y | +33.6% | +69.6% | -36.0% | +33.9% |
| All | +33.6% | +70.4% | -36.8% | +33.9% |
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