+140.3%
ECHO vs BEN
+58.0%
+82.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.4% |
| 7D | +9.1% | +11.3% | -2.2% | +3.7% |
| 30D | +7.2% | +15.0% | -7.8% | +0.3% |
| 3M | +6.1% | +7.8% | -1.8% | +2.3% |
| 6M | -24.2% | +15.5% | -39.7% | -29.3% |
| YTD | -9.7% | +55.4% | -65.1% | -27.5% |
| 1Y | +40.9% | +63.3% | -22.3% | +10.4% |
| 3Y | +883.3% | +83.4% | +799.8% | +616.6% |
| 5Y | +224.2% | +28.1% | +196.1% | +171.9% |
| All | +140.3% | +58.0% | +82.3% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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