+407.1%
ECHO vs PL
+454.1%
-47.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | +3.4% | -9.3% | +12.7% | +5.7% |
| 30D | +2.4% | -18.9% | +21.3% | +7.4% |
| 3M | -28.0% | -58.4% | +30.4% | -12.7% |
| 6M | -21.2% | -30.3% | +9.1% | -17.4% |
| YTD | -17.4% | -8.1% | -9.3% | -19.5% |
| 1Y | +33.6% | +180.5% | -146.9% | -4.3% |
| All | +407.1% | +454.1% | -47.1% | +175.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling