+287.0%
ECHO vs BAX
+19.0%
+268.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +3.6% | -0.6% | +4.2% | +3.9% |
| 30D | +7.5% | +6.3% | +1.2% | +5.1% |
| 3M | +16.2% | -4.6% | +20.7% | +17.2% |
| 6M | -20.9% | +50.4% | -71.3% | -31.4% |
| YTD | -6.0% | +38.0% | -44.0% | -17.7% |
| 1Y | +43.4% | +44.6% | -1.2% | +23.3% |
| 3Y | +924.0% | -15.1% | +939.2% | +919.3% |
| 5Y | +249.6% | -63.3% | +312.9% | +360.2% |
| 10Y | +151.3% | -34.4% | +185.7% | +141.8% |
| All | +287.0% | +19.0% | +268.0% | +176.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling