+241.6%
ECHO vs PR
+433.6%
-192.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | +3.4% | +2.9% | +0.5% | +2.8% |
| 30D | +2.4% | +18.0% | -15.7% | -0.9% |
| 3M | -28.0% | +16.9% | -44.8% | -30.3% |
| 6M | -21.2% | +28.2% | -49.5% | -25.6% |
| YTD | -17.4% | +69.3% | -86.7% | -26.3% |
| 1Y | +33.6% | +69.5% | -35.9% | +18.8% |
| 3Y | +419.7% | +81.7% | +338.0% | +346.0% |
| All | +241.6% | +433.6% | -192.0% | +144.1% |
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