+55.3%
BE vs ECHO
+34.5%
+20.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.3% | -3.1% | -4.8% |
| 7D | -12.1% | +4.6% | -16.7% | -13.9% |
| 30D | -30.1% | +0.4% | -30.5% | -30.1% |
| 3M | -12.1% | +7.7% | -19.8% | -14.7% |
| 6M | -30.6% | -18.0% | -12.5% | -28.9% |
| YTD | +130.6% | -9.3% | +139.9% | +128.8% |
| 1Y | +55.3% | +34.2% | +21.1% | +45.7% |
| All | +55.3% | +34.5% | +20.8% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling