+28.2%
BABA vs ECHO
+115.9%
-87.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -4.8% | +3.4% | -8.2% | -5.2% |
| 30D | -11.9% | +2.4% | -14.3% | -12.2% |
| 3M | -9.3% | -28.0% | +18.7% | -5.6% |
| 6M | -14.2% | -21.2% | +7.0% | -12.2% |
| YTD | -22.0% | -17.4% | -4.6% | -20.9% |
| 1Y | -12.7% | +33.6% | -46.3% | -17.3% |
| 3Y | +26.7% | +419.7% | -393.0% | -14.5% |
| 5Y | -29.3% | +241.7% | -271.0% | -47.9% |
| 10Y | +21.2% | +180.8% | -159.5% | -10.3% |
| All | +28.2% | +115.9% | -87.8% | +5.9% |
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 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