+151.3%
ECHO vs BBWI
-45.0%
+196.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +3.6% | -7.7% | +11.4% | +5.3% |
| 30D | +7.5% | +24.8% | -17.3% | +2.4% |
| 3M | +16.2% | +16.2% | -0.1% | +11.6% |
| 6M | -20.9% | +15.8% | -36.7% | -24.5% |
| YTD | -6.0% | +11.4% | -17.4% | -10.3% |
| 1Y | +43.4% | +3.2% | +40.2% | +37.6% |
| 3Y | +924.0% | -23.5% | +947.6% | +920.8% |
| 5Y | +249.6% | -67.4% | +317.0% | +291.0% |
| 10Y | +151.3% | -46.0% | +197.3% | +110.9% |
| All | +151.3% | -45.0% | +196.2% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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