+140.3%
ECHO vs PODD
+315.5%
-175.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | +9.1% | -4.4% | +13.5% | +10.0% |
| 30D | +7.2% | +8.1% | -0.9% | +5.3% |
| 3M | +6.1% | +2.9% | +3.2% | +5.0% |
| 6M | -24.2% | -5.7% | -18.4% | -24.4% |
| YTD | -9.7% | -47.5% | +37.8% | +1.6% |
| 1Y | +40.9% | -55.7% | +96.6% | +64.5% |
| 3Y | +883.3% | -3.7% | +887.0% | +872.9% |
| 5Y | +224.2% | -52.6% | +276.8% | +251.5% |
| All | +140.3% | +315.5% | -175.2% | +82.3% |
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