+192.5%
ECHO vs BEN
+56.6%
+135.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +3.7% | -3.1% | +6.8% | +5.3% |
| 30D | +0.7% | +0.2% | +0.5% | +0.5% |
| 3M | -27.3% | +6.8% | -34.2% | -29.7% |
| 6M | -17.0% | +38.1% | -55.1% | -29.0% |
| YTD | -14.3% | +44.3% | -58.7% | -28.6% |
| 1Y | +20.9% | +42.6% | -21.7% | +1.0% |
| 3Y | +423.0% | +52.3% | +370.7% | +319.1% |
| 5Y | +265.7% | +37.6% | +228.0% | +197.0% |
| All | +192.5% | +56.6% | +135.8% | +108.5% |
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