-0.9%
BA vs ECHO
+242.1%
-243.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +1.2% | +3.4% | -2.3% | +0.8% |
| 30D | -11.6% | +2.4% | -14.0% | -11.9% |
| 3M | -2.4% | -28.0% | +25.6% | +1.1% |
| 6M | -6.6% | -21.2% | +14.6% | -4.5% |
| YTD | -2.2% | -17.4% | +15.1% | -0.8% |
| 1Y | -8.0% | +33.6% | -41.6% | -11.9% |
| 3Y | -5.0% | +419.7% | -424.7% | -29.6% |
| All | -0.9% | +242.1% | -243.0% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling