+137.1%
PSX vs ECHO
+388.0%
-250.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.5% | +3.4% | +1.1% | +4.5% |
| 30D | +26.6% | +2.4% | +24.2% | +26.5% |
| 3M | +39.3% | -28.0% | +67.2% | +40.2% |
| 6M | +56.8% | -21.2% | +78.1% | +57.3% |
| YTD | +101.8% | -17.4% | +119.2% | +101.9% |
| 1Y | +99.6% | +33.6% | +66.0% | +96.6% |
| All | +137.1% | +388.0% | -250.9% | +129.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling