-28.3%
BABA vs ECHO
+260.3%
-288.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.1% | +8.0% | +4.4% |
| 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% | -14.7% |
| 6M | -21.9% | -24.8% | +2.8% | -20.1% |
| YTD | -24.6% | -13.0% | -11.7% | -24.3% |
| 1Y | -34.1% | +33.9% | -68.0% | -36.6% |
| 3Y | +36.3% | +791.8% | -755.5% | -7.8% |
| All | -28.3% | +260.3% | -288.6% | -36.9% |
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 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