-16.2%
BA vs ECHO
+900.0%
-916.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | -1.1% | +5.7% | -6.8% | -1.6% |
| 30D | -7.1% | +13.8% | -20.9% | -8.3% |
| 3M | -25.5% | +9.1% | -34.6% | -26.3% |
| 6M | -28.7% | -24.9% | -3.8% | -27.3% |
| YTD | -21.0% | -8.0% | -13.0% | -21.0% |
| 1Y | -11.9% | +42.9% | -54.8% | -14.8% |
| 3Y | -16.2% | +926.7% | -942.8% | -30.1% |
| All | -16.2% | +900.0% | -916.2% | -30.1% |
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