-24.2%
ECHO vs BAX
+46.0%
-70.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -3.9% |
| 7D | +9.1% | +0.4% | +8.8% | +9.2% |
| 30D | +7.2% | +3.4% | +3.8% | +7.2% |
| 3M | +6.1% | -4.5% | +10.5% | +6.0% |
| 6M | -24.2% | +44.0% | -68.2% | -23.4% |
| All | -24.2% | +46.0% | -70.1% | -23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling