+178.8%
BA vs ECHO
+247.7%
-68.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +2.9% |
| 7D | +5.9% | +4.6% | +1.3% | +4.7% |
| 30D | -8.2% | +0.4% | -8.6% | -8.6% |
| 3M | -25.4% | +7.7% | -33.0% | -27.2% |
| 6M | -20.0% | -18.0% | -2.0% | -17.1% |
| YTD | -18.5% | -9.3% | -9.2% | -18.7% |
| 1Y | -10.6% | +34.2% | -44.8% | -20.0% |
| 3Y | -9.3% | +538.7% | -548.0% | -62.2% |
| 5Y | -16.9% | +279.9% | -296.8% | -58.6% |
| 10Y | +37.9% | +168.2% | -130.3% | -21.2% |
| All | +178.8% | +247.7% | -68.9% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling