+829.5%
ECHO vs PR
+69.4%
+760.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.3% | -2.2% |
| 7D | +4.6% | -12.1% | +16.7% | +6.7% |
| 30D | +0.4% | +0.9% | -0.5% | +0.1% |
| 3M | +7.7% | +10.1% | -2.5% | +5.4% |
| 6M | -18.0% | +1.1% | -19.2% | -18.6% |
| YTD | -9.3% | +63.7% | -72.9% | -19.5% |
| 1Y | +34.2% | +87.0% | -52.8% | +15.3% |
| All | +829.5% | +69.4% | +760.1% | +700.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 3y: compounded portfolio wealth divided by compounded PR 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…
3y analysis · Full analysis span regression · 6 months rolling