+17.1%
BABA vs ECHO
+155.0%
-138.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.2% | -3.9% | +0.6% |
| 7D | +11.6% | -2.4% | +14.0% | +11.8% |
| 30D | +2.3% | -3.1% | +5.4% | +2.4% |
| 3M | -13.7% | +8.7% | -22.4% | -14.9% |
| 6M | -21.9% | -24.8% | +2.8% | -19.8% |
| YTD | -24.6% | -13.0% | -11.7% | -24.3% |
| 1Y | -34.1% | +33.9% | -68.0% | -37.4% |
| 3Y | +36.3% | +791.8% | -755.5% | -15.0% |
| 5Y | -26.7% | +261.7% | -288.4% | -45.1% |
| All | +17.1% | +155.0% | -138.0% | +11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling