+16.0%
BABA vs ECHO
+155.6%
-139.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.9% |
| 7D | -3.6% | +3.6% | -7.2% | -4.2% |
| 30D | -8.4% | +7.5% | -15.8% | -9.5% |
| 3M | -20.6% | +16.2% | -36.8% | -22.4% |
| 6M | -25.4% | -20.9% | -4.5% | -23.8% |
| YTD | -30.1% | -6.0% | -24.1% | -30.5% |
| 1Y | -36.3% | +43.4% | -79.7% | -40.1% |
| 3Y | +30.4% | +924.0% | -893.7% | -21.0% |
| 5Y | -35.7% | +249.6% | -285.4% | -51.1% |
| 10Y | +16.0% | +151.3% | -135.3% | -0.5% |
| All | +16.0% | +155.6% | -139.6% | -0.5% |
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