+96.9%
PSX vs ECHO
+34.5%
+62.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.3% | -1.3% | -4.7% |
| 7D | -5.2% | +4.6% | -9.7% | -4.9% |
| 30D | -3.7% | +0.4% | -4.2% | -3.6% |
| 3M | +26.8% | +7.7% | +19.1% | +27.5% |
| 6M | +47.3% | -18.0% | +65.4% | +47.6% |
| YTD | +105.4% | -9.3% | +114.7% | +104.2% |
| 1Y | +96.9% | +34.2% | +62.7% | +92.5% |
| All | +96.9% | +34.5% | +62.4% | +92.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling