+19.2%
BABA vs ECHO
+137.1%
-118.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.3% | +8.2% | +5.3% |
| 7D | +4.3% | +4.6% | -0.3% | +3.6% |
| 30D | -5.0% | +0.4% | -5.4% | -5.2% |
| 3M | -18.4% | +7.7% | -26.0% | -19.4% |
| 6M | -20.3% | -18.0% | -2.2% | -18.8% |
| YTD | -27.5% | -9.3% | -18.2% | -27.5% |
| 1Y | -35.3% | +34.2% | -69.5% | -38.8% |
| 3Y | +31.2% | +538.7% | -507.6% | -15.0% |
| 5Y | -32.1% | +279.9% | -312.0% | -50.7% |
| 10Y | +14.7% | +168.2% | -153.5% | -12.7% |
| All | +19.2% | +137.1% | -118.0% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling