-31.3%
BABA vs ECHO
+242.1%
-273.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.8% | +3.4% | -8.2% | -5.1% |
| 30D | -11.9% | +2.4% | -14.3% | -12.2% |
| 3M | -9.3% | -28.0% | +18.7% | -6.4% |
| 6M | -14.2% | -21.2% | +7.0% | -12.6% |
| YTD | -22.0% | -17.4% | -4.6% | -21.1% |
| 1Y | -12.7% | +33.6% | -46.3% | -16.0% |
| 3Y | +26.7% | +419.7% | -393.0% | -4.8% |
| All | -31.3% | +242.1% | -273.4% | -40.1% |
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