+20.9%
ECHO vs BBY
+24.8%
-3.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +1.0% |
| 7D | +3.7% | +0.6% | +3.1% | +3.6% |
| 30D | +0.7% | +9.4% | -8.7% | -0.6% |
| 3M | -27.3% | +19.3% | -46.6% | -29.3% |
| 6M | -17.0% | +47.9% | -64.9% | -22.2% |
| YTD | -14.3% | +39.6% | -53.9% | -19.0% |
| 1Y | +20.9% | +22.2% | -1.3% | +20.5% |
| All | +20.9% | +24.8% | -3.9% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling