+259.8%
ECHO vs PBR
+552.2%
-292.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.5% |
| 7D | +3.7% | +5.4% | -1.6% | +3.1% |
| 30D | +0.7% | +22.9% | -22.2% | -1.9% |
| 3M | -27.3% | +19.6% | -46.9% | -29.1% |
| 6M | -17.0% | +16.5% | -33.4% | -19.1% |
| YTD | -14.3% | +86.7% | -101.0% | -22.2% |
| 1Y | +20.9% | +74.7% | -53.8% | +10.6% |
| 3Y | +423.0% | +102.6% | +320.4% | +361.6% |
| All | +259.8% | +552.2% | -292.4% | +170.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling