+192.5%
ECHO vs BAX
-38.1%
+230.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.8% |
| 7D | +3.7% | -7.9% | +11.6% | +5.6% |
| 30D | +0.7% | -11.7% | +12.3% | +3.4% |
| 3M | -27.3% | +16.2% | -43.5% | -30.2% |
| 6M | -17.0% | +32.0% | -48.9% | -22.9% |
| YTD | -14.3% | +24.7% | -39.0% | -20.2% |
| 1Y | +20.9% | -2.6% | +23.5% | +19.1% |
| 3Y | +423.0% | -35.0% | +457.9% | +461.6% |
| 5Y | +265.7% | -67.6% | +333.2% | +364.5% |
| All | +192.5% | -38.1% | +230.6% | +232.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling