-10.6%
BITO vs ECHO
+272.1%
-282.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -3.4% | +3.7% | -7.2% | -3.9% |
| 30D | +21.4% | +0.7% | +20.7% | +21.3% |
| 3M | +20.5% | -27.3% | +47.8% | +24.8% |
| 6M | +7.4% | -17.0% | +24.4% | +9.0% |
| YTD | -13.9% | -14.3% | +0.4% | -12.9% |
| 1Y | -35.1% | +20.9% | -56.0% | -36.9% |
| 3Y | +156.8% | +423.0% | -266.1% | +89.4% |
| All | -10.6% | +272.1% | -282.7% | -24.1% |
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