+192.5%
ECHO vs BG
+166.7%
+25.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.2% | +1.9% |
| 7D | +3.7% | +3.1% | +0.6% | +2.9% |
| 30D | +0.7% | +10.2% | -9.5% | -2.1% |
| 3M | -27.3% | -1.7% | -25.6% | -27.3% |
| 6M | -17.0% | +1.0% | -18.0% | -18.0% |
| YTD | -14.3% | +39.9% | -54.2% | -23.1% |
| 1Y | +20.9% | +53.2% | -32.3% | +4.9% |
| 3Y | +423.0% | +16.3% | +406.7% | +385.0% |
| 5Y | +265.7% | +83.9% | +181.8% | +183.1% |
| All | +192.5% | +166.7% | +25.8% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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