+151.3%
ECHO vs PLUG
-2.2%
+153.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | +3.6% | -6.8% | +10.5% | +4.3% |
| 30D | +7.5% | -16.0% | +23.5% | +9.1% |
| 3M | +16.2% | -38.7% | +54.9% | +21.2% |
| 6M | -20.9% | -61.4% | +40.5% | -14.5% |
| YTD | -6.0% | -31.0% | +25.0% | -4.4% |
| 1Y | +43.4% | -46.2% | +89.6% | +48.4% |
| 3Y | +924.0% | -61.5% | +985.5% | +899.5% |
| 5Y | +249.6% | -96.9% | +346.5% | +306.9% |
| 10Y | +151.3% | -7.5% | +158.8% | +127.2% |
| All | +151.3% | -2.2% | +153.4% | +127.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling