+368.5%
PSX vs ECHO
+252.6%
+115.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.9% | +0.7% |
| 7D | +1.8% | +5.3% | -3.5% | +1.6% |
| 30D | +21.6% | +2.4% | +19.2% | +21.5% |
| 3M | +46.5% | -21.8% | +68.3% | +48.0% |
| 6M | +62.0% | -16.9% | +78.9% | +62.7% |
| YTD | +106.3% | -16.0% | +122.3% | +106.6% |
| 1Y | +103.0% | +9.3% | +93.7% | +99.8% |
| 3Y | +135.5% | +406.2% | -270.7% | +101.4% |
| 5Y | +368.5% | +251.0% | +117.6% | +326.0% |
| All | +368.5% | +252.6% | +115.9% | +326.0% |
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