+253.7%
ECHO vs BDX
+278.9%
-25.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.1% | +7.1% | +5.1% |
| 7D | +8.6% | -4.3% | +12.9% | +10.2% |
| 30D | +3.8% | +1.3% | +2.5% | +3.1% |
| 3M | -19.9% | +20.2% | -40.1% | -25.6% |
| 6M | -12.1% | +8.6% | -20.7% | -15.4% |
| YTD | -14.1% | +19.0% | -33.0% | -20.4% |
| 1Y | +15.9% | +21.2% | -5.3% | +6.5% |
| 3Y | +417.8% | -9.7% | +427.6% | +425.0% |
| 5Y | +259.3% | -3.4% | +262.7% | +250.1% |
| 10Y | +192.7% | +53.9% | +138.9% | +111.8% |
| All | +253.7% | +278.9% | -25.2% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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