+191.3%
ECHO vs BBWI
-58.2%
+249.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.3% | +4.0% | -1.0% |
| 7D | +5.3% | -4.4% | +9.8% | +6.2% |
| 30D | +2.4% | -7.4% | +9.8% | +3.6% |
| 3M | -21.8% | -2.2% | -19.6% | -22.1% |
| 6M | -16.9% | -16.3% | -0.6% | -15.3% |
| YTD | -16.0% | -9.1% | -6.9% | -16.0% |
| 1Y | +9.3% | -34.5% | +43.8% | +15.5% |
| 3Y | +406.2% | -47.0% | +453.2% | +445.3% |
| 5Y | +251.0% | -68.8% | +319.8% | +300.1% |
| 10Y | +191.3% | -57.4% | +248.6% | +167.0% |
| All | +191.3% | -58.2% | +249.5% | +167.0% |
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