-29.9%
BITO vs ECHO
+40.1%
-70.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +2.9% | +3.4% | -0.5% | +2.2% |
| 30D | +22.6% | +2.4% | +20.2% | +21.9% |
| 3M | +24.7% | -28.0% | +52.6% | +32.6% |
| 6M | +7.5% | -21.2% | +28.7% | +10.7% |
| YTD | -10.8% | -17.4% | +6.6% | -8.7% |
| 1Y | -29.9% | +33.6% | -63.5% | -32.4% |
| All | -29.9% | +40.1% | -70.0% | -32.4% |
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