+173.3%
ECHO vs PR
+169.5%
+3.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +3.4% | +2.9% | +0.5% | +3.0% |
| 30D | +2.4% | +18.0% | -15.7% | +0.1% |
| 3M | -28.0% | +16.9% | -44.8% | -29.6% |
| 6M | -21.2% | +28.2% | -49.5% | -24.1% |
| YTD | -17.4% | +69.3% | -86.7% | -23.3% |
| 1Y | +33.6% | +69.5% | -35.9% | +23.8% |
| 3Y | +419.7% | +81.7% | +338.0% | +372.8% |
| 5Y | +241.7% | +422.2% | -180.5% | +166.4% |
| 10Y | +180.8% | +110.4% | +70.4% | +106.8% |
| All | +173.3% | +169.5% | +3.9% | +101.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling