+34.2%
ECHO vs PL
-0.6%
+34.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.4% | +3.1% | -1.8% |
| 7D | +4.6% | -11.7% | +16.3% | +7.6% |
| 30D | +0.4% | -27.1% | +27.5% | +7.8% |
| 3M | +7.7% | -44.6% | +52.3% | +22.4% |
| 6M | -18.0% | -67.2% | +49.1% | +2.2% |
| YTD | -9.3% | -35.9% | +26.6% | +2.1% |
| 1Y | +34.2% | -0.4% | +34.6% | +47.7% |
| All | +34.2% | -0.6% | +34.8% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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