+1,251.0%
BE vs ECHO
+255.2%
+995.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.0% | +5.6% | +8.8% |
| 7D | +29.8% | +8.6% | +21.2% | +27.8% |
| 30D | +26.4% | +3.8% | +22.6% | +25.7% |
| 3M | +9.3% | -19.9% | +29.2% | +14.1% |
| 6M | +105.1% | -12.1% | +117.1% | +109.4% |
| YTD | +219.0% | -14.1% | +233.1% | +227.0% |
| 1Y | +418.8% | +15.9% | +402.9% | +402.3% |
| 3Y | +1,784.6% | +417.8% | +1,366.7% | +1,039.6% |
| 5Y | +1,251.0% | +259.3% | +991.7% | +868.2% |
| All | +1,251.0% | +255.2% | +995.8% | +868.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling