-21.8%
PATH vs ECHO
+621.2%
-643.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.3% | -3.4% |
| 7D | -5.3% | -2.4% | -2.9% | -5.1% |
| 30D | -0.5% | -3.1% | +2.6% | -0.4% |
| 3M | -7.1% | +8.7% | -15.9% | -8.1% |
| 6M | +23.8% | -24.8% | +48.6% | +26.4% |
| YTD | -20.7% | -13.0% | -7.7% | -20.4% |
| 1Y | -8.1% | +33.9% | -42.0% | -11.2% |
| 3Y | -21.8% | +791.8% | -813.6% | -53.1% |
| All | -21.8% | +621.2% | -643.0% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 3y: compounded portfolio wealth divided by compounded ECHO 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…
3y analysis · Full analysis span regression · 6 months rolling