-77.0%
PATH vs ECHO
+260.3%
-337.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.3% | -3.2% |
| 7D | -5.3% | -2.4% | -2.9% | -5.0% |
| 30D | -0.5% | -3.1% | +2.6% | -0.3% |
| 3M | -7.1% | +8.7% | -15.9% | -8.6% |
| 6M | +23.8% | -24.8% | +48.6% | +27.7% |
| YTD | -20.7% | -13.0% | -7.7% | -20.4% |
| 1Y | -8.1% | +33.9% | -42.0% | -13.3% |
| 3Y | -21.8% | +791.8% | -813.6% | -57.7% |
| All | -77.0% | +260.3% | -337.3% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling