+791.8%
ECHO vs PL
+455.3%
+336.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.4% | -5.2% | +2.7% |
| 7D | -2.4% | -6.8% | +4.4% | -0.7% |
| 30D | -3.1% | -29.3% | +26.2% | +5.1% |
| 3M | +8.7% | -44.8% | +53.5% | +24.5% |
| 6M | -24.8% | -68.4% | +43.6% | -3.8% |
| YTD | -13.0% | -36.4% | +23.4% | -7.6% |
| 1Y | +33.9% | +0.7% | +33.2% | +25.7% |
| 3Y | +791.8% | +455.3% | +336.5% | +421.8% |
| All | +791.8% | +455.3% | +336.5% | +421.8% |
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