+153.6%
ECHO vs PLUG
+6.6%
+146.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.4% | -2.2% | +4.6% |
| 7D | -2.4% | +5.8% | -8.2% | -2.9% |
| 30D | -3.1% | -18.5% | +15.4% | -1.4% |
| 3M | +8.7% | -30.0% | +38.7% | +12.1% |
| 6M | -24.8% | -56.2% | +31.4% | -19.6% |
| YTD | -13.0% | -26.4% | +13.4% | -12.0% |
| 1Y | +33.9% | -42.2% | +76.2% | +37.8% |
| 3Y | +791.8% | -76.8% | +868.6% | +806.1% |
| 5Y | +261.7% | -96.2% | +357.9% | +314.7% |
| All | +153.6% | +6.6% | +146.9% | +123.3% |
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