-20.4%
BA vs ECHO
+269.0%
-289.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.9% |
| 7D | -1.4% | +3.6% | -5.0% | -1.9% |
| 30D | -7.9% | +7.5% | -15.4% | -8.8% |
| 3M | -25.2% | +16.2% | -41.3% | -26.7% |
| 6M | -26.7% | -20.9% | -5.9% | -25.2% |
| YTD | -19.6% | -6.0% | -13.6% | -19.9% |
| 1Y | -10.6% | +43.4% | -54.0% | -15.1% |
| 3Y | -11.2% | +924.0% | -935.3% | -42.3% |
| 5Y | -20.4% | +249.6% | -270.1% | -26.7% |
| All | -20.4% | +269.0% | -289.4% | -26.7% |
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 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