+34.2%
ECHO vs PLUG
-44.1%
+78.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -3.9% |
| 7D | +4.6% | +2.8% | +1.8% | +4.0% |
| 30D | +0.4% | -22.8% | +23.2% | +4.5% |
| 3M | +7.7% | -32.4% | +40.1% | +14.3% |
| 6M | -18.0% | -53.4% | +35.3% | -10.0% |
| YTD | -9.3% | -25.9% | +16.6% | -7.6% |
| 1Y | +34.2% | -42.1% | +76.3% | +41.2% |
| All | +34.2% | -44.1% | +78.3% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 1y: compounded portfolio wealth divided by compounded PLUG 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…
1y analysis · Full analysis span regression · 6 months rolling