+1,112.1%
PSX vs ECHO
+310.6%
+801.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +4.5% | +3.4% | +1.1% | +3.9% |
| 30D | +26.6% | +2.4% | +24.2% | +26.0% |
| 3M | +39.3% | -28.0% | +67.2% | +46.0% |
| 6M | +56.8% | -21.2% | +78.1% | +60.3% |
| YTD | +101.8% | -17.4% | +119.2% | +103.2% |
| 1Y | +99.6% | +33.6% | +66.0% | +82.2% |
| 3Y | +140.3% | +419.7% | -279.3% | +28.9% |
| 5Y | +339.3% | +241.7% | +97.6% | +168.2% |
| 10Y | +369.9% | +180.8% | +189.1% | +200.8% |
| All | +1,112.1% | +310.6% | +801.5% | +546.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling