+415.7%
ECHO vs BG
+20.1%
+395.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | +2.3% | +3.7% | -1.4% | +1.9% |
| 30D | +4.4% | +12.3% | -7.9% | +2.9% |
| 3M | -20.3% | -2.2% | -18.1% | -20.1% |
| 6M | -15.3% | +5.3% | -20.7% | -16.3% |
| YTD | -15.5% | +42.4% | -57.9% | -20.5% |
| 1Y | +15.0% | +55.2% | -40.2% | +6.0% |
| All | +415.7% | +20.1% | +395.6% | +452.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling