+641.7%
BE vs ECHO
+185.0%
+456.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.3% | -5.3% |
| 7D | -13.4% | +2.2% | -15.5% | -13.5% |
| 30D | -33.9% | +9.8% | -43.7% | -35.4% |
| 3M | -12.0% | +16.8% | -28.8% | -15.1% |
| 6M | -29.0% | -18.1% | -10.9% | -24.7% |
| YTD | +113.4% | -4.2% | +117.6% | +115.3% |
| 1Y | +33.2% | +41.2% | -8.1% | +19.8% |
| 3Y | +1,659.2% | +943.7% | +715.5% | +425.5% |
| 5Y | +461.4% | +277.5% | +183.8% | +188.1% |
| All | +641.7% | +185.0% | +456.7% | +306.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling