+977.1%
BE vs ECHO
+149.9%
+827.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.6% | -2.2% |
| 7D | +23.9% | +5.3% | +18.6% | +22.3% |
| 30D | +27.8% | +2.4% | +25.4% | +27.4% |
| 3M | +3.7% | -21.8% | +25.5% | +11.4% |
| 6M | +78.0% | -16.9% | +94.9% | +86.2% |
| YTD | +209.9% | -16.0% | +225.9% | +223.0% |
| 1Y | +389.6% | +9.3% | +380.3% | +370.4% |
| 3Y | +1,730.6% | +406.2% | +1,324.4% | +667.8% |
| 5Y | +1,227.8% | +251.0% | +976.8% | +569.0% |
| All | +977.1% | +149.9% | +827.3% | +509.5% |
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