+188.4%
ECHO vs PSKY
-75.1%
+263.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.2% |
| 7D | +2.3% | -6.0% | +8.3% | +3.7% |
| 30D | +4.4% | +10.7% | -6.3% | +1.9% |
| 3M | -20.3% | +1.2% | -21.5% | -20.7% |
| 6M | -15.3% | +1.5% | -16.8% | -16.2% |
| YTD | -15.5% | -21.8% | +6.3% | -12.0% |
| 1Y | +15.0% | -30.2% | +45.1% | +20.8% |
| 3Y | +409.1% | -20.1% | +429.2% | +388.8% |
| 5Y | +260.6% | -70.5% | +331.1% | +315.7% |
| All | +188.4% | -75.1% | +263.5% | +193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling