+1,091.2%
PSX vs ECHO
+376.2%
+715.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.9% | -1.4% |
| 7D | -7.8% | +2.2% | -10.0% | -8.2% |
| 30D | -9.9% | +9.8% | -19.7% | -11.5% |
| 3M | +16.9% | +16.8% | +0.1% | +13.4% |
| 6M | +48.0% | -18.1% | +66.1% | +50.9% |
| YTD | +98.3% | -4.2% | +102.5% | +94.1% |
| 1Y | +86.2% | +41.2% | +44.9% | +69.1% |
| 3Y | +144.0% | +943.7% | -799.7% | +6.3% |
| 5Y | +287.7% | +277.5% | +10.2% | +136.5% |
| 10Y | +338.3% | +159.8% | +178.5% | +199.4% |
| All | +1,091.2% | +376.2% | +715.0% | +517.1% |
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