+417.8%
ECHO vs BB
+68.2%
+349.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.5% |
| 7D | +8.6% | +0.5% | +8.1% | +8.4% |
| 30D | +3.8% | -12.4% | +16.1% | +7.1% |
| 3M | -19.9% | -15.3% | -4.6% | -17.6% |
| 6M | -12.1% | +128.8% | -140.8% | -34.4% |
| YTD | -14.1% | +107.7% | -121.7% | -33.9% |
| 1Y | +15.9% | +103.9% | -88.0% | -11.7% |
| 3Y | +417.8% | +72.6% | +345.3% | +247.1% |
| All | +417.8% | +68.2% | +349.7% | +247.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling