-81.1%
PATH vs ECHO
+278.8%
-359.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.8% | +5.1% | -2.5% |
| 7D | -5.6% | -7.9% | +2.3% | -4.6% |
| 30D | -0.7% | -10.1% | +9.4% | +0.6% |
| 3M | -5.9% | +2.5% | -8.4% | -6.6% |
| 6M | +21.6% | -23.4% | +45.0% | +25.0% |
| YTD | -20.6% | -17.3% | -3.3% | -19.8% |
| 1Y | -10.6% | +24.3% | -34.9% | -14.8% |
| 3Y | -24.9% | +482.4% | -507.3% | -53.8% |
| 5Y | -76.8% | +243.7% | -320.6% | -83.5% |
| All | -81.1% | +278.8% | -359.9% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling