+294.4%
ECHO vs BEN
+88.2%
+206.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.8% | +2.4% |
| 7D | +2.2% | +12.1% | -10.0% | -2.5% |
| 30D | +9.8% | +13.4% | -3.6% | +4.4% |
| 3M | +16.8% | +9.4% | +7.5% | +12.6% |
| 6M | -18.1% | +19.3% | -37.3% | -23.9% |
| YTD | -4.2% | +57.3% | -61.4% | -21.0% |
| 1Y | +41.2% | +69.1% | -27.9% | +12.8% |
| 3Y | +943.7% | +85.6% | +858.1% | +693.3% |
| 5Y | +277.5% | +32.9% | +244.6% | +222.4% |
| 10Y | +159.8% | +58.3% | +101.4% | +94.0% |
| All | +294.4% | +88.2% | +206.2% | +145.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling