+31.9%
BABA vs ECHO
+923.2%
-891.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.5% | -2.7% |
| 7D | +2.4% | +2.2% | +0.2% | +2.1% |
| 30D | -7.8% | +9.8% | -17.6% | -8.5% |
| 3M | -22.4% | +16.8% | -39.2% | -23.4% |
| 6M | -26.0% | -18.1% | -7.9% | -25.3% |
| YTD | -29.3% | -4.2% | -25.1% | -29.5% |
| 1Y | -37.5% | +41.2% | -78.7% | -39.1% |
| 3Y | +31.9% | +943.7% | -911.8% | +8.9% |
| All | +31.9% | +923.2% | -891.3% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling