+240.0%
ECHO vs BB
-93.3%
+333.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.4% | -5.6% | +9.0% | +4.4% |
| 30D | +2.4% | -11.8% | +14.2% | +4.3% |
| 3M | -28.0% | -25.5% | -2.4% | -25.1% |
| 6M | -21.2% | +121.3% | -142.5% | -32.2% |
| YTD | -17.4% | +103.2% | -120.6% | -27.9% |
| 1Y | +33.6% | +102.6% | -69.0% | +15.9% |
| 3Y | +419.7% | +37.5% | +382.2% | +361.6% |
| 5Y | +241.7% | -30.4% | +272.1% | +222.7% |
| 10Y | +180.8% | 0.0% | +180.8% | +114.5% |
| All | +240.0% | -93.3% | +333.3% | +216.5% |
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