+192.5%
ECHO vs BBY
+252.7%
-60.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +0.6% |
| 7D | +3.7% | +0.6% | +3.1% | +3.5% |
| 30D | +0.7% | +9.4% | -8.7% | -2.1% |
| 3M | -27.3% | +19.3% | -46.6% | -31.3% |
| 6M | -17.0% | +47.9% | -64.9% | -26.6% |
| YTD | -14.3% | +39.6% | -53.9% | -23.3% |
| 1Y | +20.9% | +22.2% | -1.3% | +12.1% |
| 3Y | +423.0% | +45.0% | +378.0% | +348.0% |
| 5Y | +265.7% | +2.6% | +263.1% | +232.9% |
| All | +192.5% | +252.7% | -60.2% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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