+262.5%
ECHO vs PR
+225.0%
+37.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.0% | -3.5% |
| 7D | -2.4% | -16.4% | +14.0% | +0.8% |
| 30D | -3.1% | -1.9% | -1.2% | -2.9% |
| 3M | +8.7% | +8.0% | +0.8% | +6.6% |
| 6M | -24.8% | +4.1% | -28.9% | -25.9% |
| YTD | -13.0% | +58.7% | -71.7% | -21.9% |
| 1Y | +33.9% | +75.8% | -41.9% | +17.6% |
| 3Y | +791.8% | +73.2% | +718.6% | +664.5% |
| All | +262.5% | +225.0% | +37.5% | +175.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling