+191.3%
ECHO vs BB
+2.1%
+189.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.0% |
| 7D | +5.3% | +1.8% | +3.5% | +5.0% |
| 30D | +2.4% | -12.2% | +14.7% | +4.6% |
| 3M | -21.8% | -12.3% | -9.5% | -20.7% |
| 6M | -16.9% | +122.7% | -139.6% | -29.7% |
| YTD | -16.0% | +104.5% | -120.5% | -27.9% |
| 1Y | +9.3% | +106.7% | -97.4% | -6.9% |
| 3Y | +406.2% | +70.0% | +336.3% | +327.7% |
| 5Y | +251.0% | -27.8% | +278.7% | +223.3% |
| 10Y | +191.3% | +2.4% | +188.9% | +97.2% |
| All | +191.3% | +2.1% | +189.2% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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