+911.5%
BE vs ECHO
+145.7%
+765.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.3% | +7.3% |
| 7D | +20.0% | +3.4% | +16.6% | +18.9% |
| 30D | +7.9% | +2.4% | +5.6% | +7.4% |
| 3M | -13.2% | -28.0% | +14.7% | -4.6% |
| 6M | +53.5% | -21.2% | +74.7% | +63.3% |
| YTD | +191.0% | -17.4% | +208.4% | +204.6% |
| 1Y | +360.5% | +33.6% | +326.9% | +314.1% |
| 3Y | +1,568.0% | +419.7% | +1,148.3% | +581.4% |
| 5Y | +1,055.2% | +241.7% | +813.5% | +489.0% |
| All | +911.5% | +145.7% | +765.8% | +474.7% |
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 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