+294.4%
ECHO vs PLUG
-96.6%
+391.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -8.7% | +11.6% | +3.6% |
| 7D | +2.2% | -2.8% | +5.0% | +2.4% |
| 30D | +9.8% | -18.5% | +28.3% | +11.5% |
| 3M | +16.8% | -35.1% | +51.9% | +20.6% |
| 6M | -18.1% | -56.1% | +38.0% | -13.3% |
| YTD | -4.2% | -30.5% | +26.3% | -2.8% |
| 1Y | +41.2% | -46.5% | +87.7% | +45.7% |
| 3Y | +943.7% | -61.2% | +1,004.9% | +919.1% |
| 5Y | +277.5% | -96.6% | +374.1% | +323.9% |
| 10Y | +159.8% | +1.5% | +158.3% | +109.8% |
| All | +294.4% | -96.6% | +391.0% | +202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling