+271.6%
ECHO vs BB
-92.0%
+363.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -3.5% |
| 7D | +9.1% | +9.0% | +0.2% | +7.7% |
| 30D | +7.2% | +7.7% | -0.5% | +5.7% |
| 3M | +6.1% | +4.0% | +2.1% | +4.8% |
| 6M | -24.2% | +46.6% | -70.8% | -30.1% |
| YTD | -9.7% | +140.6% | -150.4% | -23.7% |
| 1Y | +40.9% | +103.1% | -62.2% | +22.2% |
| 3Y | +883.3% | +150.5% | +732.7% | +701.0% |
| 5Y | +224.2% | -15.4% | +239.6% | +196.7% |
| 10Y | +141.3% | +25.4% | +115.8% | +77.3% |
| All | +271.6% | -92.0% | +363.6% | +235.2% |
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 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