+429.2%
ECHO vs BAH
+886.2%
-457.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | +3.4% | -3.2% | +6.7% | +4.2% |
| 30D | +2.4% | +2.0% | +0.4% | +1.7% |
| 3M | -28.0% | -7.6% | -20.3% | -26.9% |
| 6M | -21.2% | -5.7% | -15.6% | -21.0% |
| YTD | -17.4% | -11.7% | -5.7% | -16.0% |
| 1Y | +33.6% | -27.4% | +61.0% | +42.2% |
| 3Y | +419.7% | -32.5% | +452.2% | +441.1% |
| 5Y | +241.7% | -3.3% | +245.0% | +216.2% |
| 10Y | +180.8% | +186.0% | -5.2% | +84.7% |
| All | +429.2% | +886.2% | -457.0% | +122.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling