+253.7%
ECHO vs BBY
+204.5%
+49.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.1% | +4.3% |
| 7D | +8.6% | +8.1% | +0.5% | +6.5% |
| 30D | +3.8% | +8.9% | -5.2% | +1.3% |
| 3M | -19.9% | +22.0% | -41.9% | -24.1% |
| 6M | -12.1% | +37.8% | -49.9% | -19.6% |
| YTD | -14.1% | +37.3% | -51.4% | -21.6% |
| 1Y | +15.9% | +21.6% | -5.7% | +8.5% |
| 3Y | +417.8% | +41.5% | +376.4% | +357.7% |
| 5Y | +259.3% | +1.2% | +258.1% | +234.3% |
| 10Y | +192.7% | +237.8% | -45.0% | +99.6% |
| All | +253.7% | +204.5% | +49.2% | +92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling