+33.6%
ECHO vs BAX
+9.9%
+23.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | +3.4% | -1.1% | +4.6% | +3.5% |
| 30D | +2.4% | -5.5% | +7.8% | +2.7% |
| 3M | -28.0% | +33.5% | -61.5% | -29.0% |
| 6M | -21.2% | +35.9% | -57.1% | -23.1% |
| YTD | -17.4% | +35.4% | -52.7% | -19.5% |
| 1Y | +33.6% | +9.8% | +23.8% | +30.0% |
| All | +33.6% | +9.9% | +23.7% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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