+259.3%
ECHO vs BAH
-2.8%
+262.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +5.0% | +4.2% |
| 7D | +8.6% | -4.3% | +12.9% | +9.3% |
| 30D | +3.8% | -4.5% | +8.2% | +4.4% |
| 3M | -19.9% | -7.6% | -12.3% | -19.0% |
| 6M | -12.1% | -10.6% | -1.5% | -10.8% |
| YTD | -14.1% | -12.6% | -1.5% | -12.5% |
| 1Y | +15.9% | -27.0% | +42.8% | +20.9% |
| 3Y | +417.8% | -31.5% | +449.3% | +420.0% |
| 5Y | +259.3% | -3.8% | +263.1% | +247.9% |
| All | +259.3% | -2.8% | +262.1% | +247.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling