-11.8%
BA vs ECHO
+30.7%
-42.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | -0.3% |
| 7D | +1.1% | -2.4% | +3.5% | +1.4% |
| 30D | -7.9% | -3.1% | -4.8% | -7.6% |
| 3M | -25.3% | +8.7% | -34.0% | -26.7% |
| 6M | -24.6% | -24.8% | +0.2% | -21.8% |
| YTD | -20.1% | -13.0% | -7.2% | -18.4% |
| 1Y | -11.8% | +33.9% | -45.7% | -12.7% |
| All | -11.8% | +30.7% | -42.4% | -12.7% |
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