-11.8%
BA vs ECHO
+923.2%
-935.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.4% | +0.3% |
| 7D | 0.0% | +2.2% | -2.1% | -0.2% |
| 30D | -8.9% | +9.8% | -18.8% | -9.8% |
| 3M | -25.5% | +16.8% | -42.4% | -26.7% |
| 6M | -27.0% | -18.1% | -8.9% | -26.1% |
| YTD | -20.1% | -4.2% | -16.0% | -20.4% |
| 1Y | -11.0% | +41.2% | -52.2% | -13.9% |
| 3Y | -11.8% | +943.7% | -955.5% | -25.1% |
| All | -11.8% | +923.2% | -935.0% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling