+314.7%
ECHO vs PL
+46.6%
+268.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +14.5% | -7.6% | +3.8% |
| 7D | +3.0% | +10.9% | -7.9% | +0.7% |
| 30D | +6.7% | -16.4% | +23.1% | +10.5% |
| 3M | +12.4% | -39.9% | +52.3% | +24.3% |
| 6M | -20.4% | -63.2% | +42.8% | -4.1% |
| YTD | -6.9% | -27.1% | +20.2% | -4.6% |
| 1Y | +37.7% | +12.2% | +25.5% | +27.7% |
| 3Y | +902.9% | +584.3% | +318.6% | +518.4% |
| 5Y | +275.3% | +37.0% | +238.3% | +161.1% |
| All | +314.7% | +46.6% | +268.1% | +186.2% |
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