+309.8%
ECHO vs PL
+40.9%
+268.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.6% | +2.0% |
| 7D | +5.7% | +10.0% | -4.4% | +3.5% |
| 30D | +13.8% | -2.3% | +16.1% | +14.2% |
| 3M | +9.1% | -44.2% | +53.3% | +22.6% |
| 6M | -24.9% | -66.1% | +41.2% | -7.9% |
| YTD | -8.0% | -30.0% | +22.0% | -4.9% |
| 1Y | +42.9% | +21.0% | +21.9% | +30.7% |
| 3Y | +926.7% | +516.5% | +410.2% | +544.8% |
| 5Y | +230.4% | +32.0% | +198.3% | +133.1% |
| All | +309.8% | +40.9% | +268.9% | +185.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling