+140.3%
ECHO vs BAH
+199.5%
-59.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.1% | -4.0% |
| 7D | +9.1% | -2.6% | +11.7% | +9.6% |
| 30D | +7.2% | +20.4% | -13.2% | +2.9% |
| 3M | +6.1% | +11.9% | -5.8% | +3.1% |
| 6M | -24.2% | +17.1% | -41.3% | -27.3% |
| YTD | -9.7% | +5.5% | -15.3% | -11.9% |
| 1Y | +40.9% | +5.6% | +35.3% | +37.5% |
| 3Y | +883.3% | -26.5% | +909.8% | +903.8% |
| 5Y | +224.2% | +6.5% | +217.7% | +192.0% |
| All | +140.3% | +199.5% | -59.2% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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