+902.9%
ECHO vs BBWI
-25.2%
+928.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.9% | +5.1% | +6.5% |
| 7D | +3.0% | -6.2% | +9.2% | +4.6% |
| 30D | +6.7% | +25.5% | -18.8% | +0.4% |
| 3M | +12.4% | +8.0% | +4.4% | +9.0% |
| 6M | -20.4% | +12.7% | -33.1% | -24.4% |
| YTD | -6.9% | +11.6% | -18.5% | -12.3% |
| 1Y | +37.7% | -0.9% | +38.6% | +32.9% |
| 3Y | +902.9% | -22.7% | +925.6% | +904.8% |
| All | +902.9% | -25.2% | +928.1% | +904.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling