+597.7%
PLTR vs ECHO
+286.2%
+311.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.9% | -1.4% | +4.4% |
| 7D | -5.1% | +3.0% | -8.1% | -5.5% |
| 30D | -19.1% | +6.7% | -25.8% | -19.9% |
| 3M | -1.6% | +12.4% | -14.0% | -3.5% |
| 6M | +22.8% | -20.4% | +43.2% | +26.2% |
| YTD | -4.8% | -6.9% | +2.1% | -4.8% |
| 1Y | -4.9% | +37.7% | -42.6% | -9.8% |
| 3Y | +826.1% | +902.9% | -76.8% | +452.3% |
| 5Y | +597.7% | +275.3% | +322.4% | +433.0% |
| All | +597.7% | +286.2% | +311.5% | +433.0% |
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