+240.0%
ECHO vs PLUG
-94.6%
+334.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.2% |
| 7D | +3.4% | -0.9% | +4.3% | +3.5% |
| 30D | +2.4% | +3.3% | -1.0% | +2.0% |
| 3M | -28.0% | -39.7% | +11.8% | -25.2% |
| 6M | -21.2% | -12.5% | -8.7% | -21.2% |
| YTD | -17.4% | +10.2% | -27.5% | -19.1% |
| 1Y | +33.6% | +50.7% | -17.1% | +25.9% |
| 3Y | +419.7% | -74.5% | +494.2% | +420.1% |
| 5Y | +241.7% | -91.8% | +333.5% | +258.7% |
| 10Y | +180.8% | +43.7% | +137.0% | +120.2% |
| All | +240.0% | -94.6% | +334.6% | +152.0% |
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