+240.0%
ECHO vs BBWI
+221.9%
+18.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.6% |
| 7D | +3.4% | +1.5% | +1.9% | +3.0% |
| 30D | +2.4% | -5.2% | +7.6% | +3.1% |
| 3M | -28.0% | +11.1% | -39.1% | -30.3% |
| 6M | -21.2% | -13.4% | -7.9% | -20.2% |
| YTD | -17.4% | +0.1% | -17.5% | -19.2% |
| 1Y | +33.6% | -36.1% | +69.7% | +42.6% |
| 3Y | +419.7% | -44.1% | +463.8% | +457.5% |
| 5Y | +241.7% | -66.2% | +307.9% | +290.5% |
| 10Y | +180.8% | -54.8% | +235.5% | +162.4% |
| All | +240.0% | +221.9% | +18.1% | +72.4% |
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