+191.3%
ECHO vs PODD
+218.3%
-27.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.8% | -1.6% |
| 7D | +5.3% | -6.9% | +12.2% | +6.8% |
| 30D | +2.4% | -3.5% | +5.9% | +3.0% |
| 3M | -21.8% | -13.6% | -8.2% | -20.3% |
| 6M | -16.9% | -42.6% | +25.7% | -8.3% |
| YTD | -16.0% | -51.5% | +35.5% | -3.9% |
| 1Y | +9.3% | -60.9% | +70.2% | +30.6% |
| 3Y | +406.2% | -19.8% | +426.0% | +418.4% |
| 5Y | +251.0% | -54.4% | +305.3% | +284.0% |
| 10Y | +191.3% | +236.1% | -44.8% | +137.9% |
| All | +191.3% | +218.3% | -27.0% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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