+417.8%
ECHO vs BBWI
-44.4%
+462.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.1% | +7.2% | +4.9% |
| 7D | +8.6% | +1.6% | +7.0% | +8.0% |
| 30D | +3.8% | -6.2% | +10.0% | +5.1% |
| 3M | -19.9% | +4.3% | -24.2% | -22.0% |
| 6M | -12.1% | -7.2% | -4.9% | -12.2% |
| YTD | -14.1% | -3.0% | -11.0% | -15.9% |
| 1Y | +15.9% | -30.8% | +46.6% | +25.9% |
| 3Y | +417.8% | -43.4% | +461.2% | +444.6% |
| All | +417.8% | -44.4% | +462.3% | +444.6% |
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