+287.0%
ECHO vs BB
-91.8%
+378.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.3% |
| 7D | +3.6% | +7.3% | -3.7% | +2.5% |
| 30D | +7.5% | +11.2% | -3.8% | +5.4% |
| 3M | +16.2% | +4.7% | +11.5% | +14.6% |
| 6M | -20.9% | +51.1% | -72.0% | -27.4% |
| YTD | -6.0% | +148.0% | -154.0% | -20.9% |
| 1Y | +43.4% | +106.1% | -62.8% | +24.0% |
| 3Y | +924.0% | +158.2% | +765.8% | +730.1% |
| 5Y | +249.6% | -10.8% | +260.5% | +217.4% |
| 10Y | +151.3% | +29.3% | +122.0% | +83.7% |
| All | +287.0% | -91.8% | +378.8% | +247.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling