+294.4%
ECHO vs BBWI
+257.2%
+37.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +2.2% | -4.2% | +6.4% | +3.2% |
| 30D | +9.8% | +24.9% | -15.0% | +4.0% |
| 3M | +16.8% | +13.2% | +3.6% | +12.3% |
| 6M | -18.1% | +12.1% | -30.2% | -21.8% |
| YTD | -4.2% | +11.1% | -15.3% | -9.1% |
| 1Y | +41.2% | +0.7% | +40.5% | +35.4% |
| 3Y | +943.7% | -23.8% | +967.4% | +936.1% |
| 5Y | +277.5% | -66.9% | +344.5% | +330.6% |
| 10Y | +159.8% | -45.3% | +205.1% | +130.2% |
| All | +294.4% | +257.2% | +37.2% | +93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling