+89.1%
PSX vs ECHO
+40.1%
+49.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.9% | +5.1% | +3.1% |
| 7D | -0.4% | +3.6% | -4.0% | -0.3% |
| 30D | -8.1% | +7.5% | -15.6% | -7.8% |
| 3M | +15.9% | +16.2% | -0.3% | +16.8% |
| 6M | +49.4% | -20.9% | +70.2% | +49.4% |
| YTD | +104.7% | -6.0% | +110.6% | +102.5% |
| 1Y | +89.1% | +43.4% | +45.7% | +76.2% |
| All | +89.1% | +40.1% | +49.0% | +76.2% |
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