+234.6%
ECHO vs PLUG
-97.5%
+332.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -10.5% | +12.4% | +3.0% |
| 7D | +5.7% | -23.4% | +29.1% | +8.4% |
| 30D | +13.8% | -23.4% | +37.3% | +16.8% |
| 3M | +9.1% | -51.7% | +60.8% | +16.9% |
| 6M | -24.9% | -72.0% | +47.0% | -15.8% |
| YTD | -8.0% | -43.7% | +35.7% | -4.4% |
| 1Y | +42.9% | -55.4% | +98.3% | +51.2% |
| 3Y | +926.7% | -68.0% | +994.7% | +924.3% |
| All | +234.6% | -97.5% | +332.0% | +336.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling