+565.8%
PLTR vs ECHO
+255.2%
+310.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.0% | -6.3% | -2.9% |
| 7D | -5.3% | +8.6% | -13.9% | -6.5% |
| 30D | -1.0% | +3.8% | -4.7% | -1.6% |
| 3M | +24.8% | -19.9% | +44.7% | +28.5% |
| 6M | +8.4% | -12.1% | +20.4% | +9.8% |
| YTD | -4.2% | -14.1% | +9.9% | -2.9% |
| 1Y | +9.1% | +15.9% | -6.8% | +6.1% |
| 3Y | +1,025.6% | +417.8% | +607.7% | +689.7% |
| 5Y | +565.8% | +259.3% | +306.4% | +400.4% |
| All | +565.8% | +255.2% | +310.5% | +400.4% |
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