-75.7%
PATH vs ECHO
+242.1%
-317.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | 0.0% | -16.6% | -16.6% |
| 7D | -16.3% | +3.4% | -19.7% | -16.7% |
| 30D | +9.9% | +2.4% | +7.6% | +9.5% |
| 3M | +30.2% | -28.0% | +58.1% | +35.8% |
| 6M | +37.2% | -21.2% | +58.5% | +40.3% |
| YTD | -7.3% | -17.4% | +10.1% | -6.0% |
| 1Y | +40.0% | +33.6% | +6.4% | +32.2% |
| 3Y | -4.4% | +419.7% | -424.1% | -40.2% |
| All | -75.7% | +242.1% | -317.8% | -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