+200.2%
ECHO vs PR
+160.5%
+39.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.3% | -2.4% |
| 7D | +4.6% | -12.1% | +16.7% | +6.2% |
| 30D | +0.4% | +0.9% | -0.5% | +0.2% |
| 3M | +7.7% | +10.1% | -2.5% | +6.0% |
| 6M | -18.0% | +1.1% | -19.2% | -18.6% |
| YTD | -9.3% | +63.7% | -72.9% | -15.5% |
| 1Y | +34.2% | +87.0% | -52.8% | +22.7% |
| 3Y | +538.7% | +70.7% | +468.0% | +485.1% |
| 5Y | +279.9% | +246.8% | +33.1% | +210.4% |
| 10Y | +168.2% | +72.6% | +95.6% | +97.5% |
| All | +200.2% | +160.5% | +39.7% | +121.6% |
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