+260.6%
ECHO vs BBY
-1.6%
+262.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +2.3% | +0.7% | +1.6% | +2.1% |
| 30D | +4.4% | +5.8% | -1.4% | +2.6% |
| 3M | -20.3% | +18.0% | -38.3% | -24.2% |
| 6M | -15.3% | +39.8% | -55.2% | -23.6% |
| YTD | -15.5% | +35.4% | -50.9% | -23.4% |
| 1Y | +15.0% | +21.4% | -6.4% | +7.2% |
| 3Y | +409.1% | +39.5% | +369.6% | +340.5% |
| 5Y | +260.6% | -0.5% | +261.1% | +206.5% |
| All | +260.6% | -1.6% | +262.2% | +206.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling