+829.5%
ECHO vs PL
+459.7%
+369.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.4% | +3.1% | -1.7% |
| 7D | +4.6% | -11.7% | +16.3% | +7.7% |
| 30D | +0.4% | -27.1% | +27.5% | +8.1% |
| 3M | +7.7% | -44.6% | +52.3% | +23.2% |
| 6M | -18.0% | -67.2% | +49.1% | +3.9% |
| YTD | -9.3% | -35.9% | +26.6% | -3.9% |
| 1Y | +34.2% | -0.4% | +34.6% | +26.2% |
| All | +829.5% | +459.7% | +369.8% | +442.6% |
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