-10.6%
BA vs ECHO
+34.5%
-45.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +2.7% |
| 7D | +5.9% | +4.6% | +1.3% | +5.1% |
| 30D | -8.2% | +0.4% | -8.6% | -8.4% |
| 3M | -25.4% | +7.7% | -33.0% | -26.6% |
| 6M | -20.0% | -18.0% | -2.0% | -18.0% |
| YTD | -18.5% | -9.3% | -9.2% | -17.3% |
| 1Y | -10.6% | +34.2% | -44.8% | -12.3% |
| All | -10.6% | +34.5% | -45.1% | -12.3% |
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