+926.7%
ECHO vs BG
+6.5%
+920.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.8% |
| 7D | +5.7% | +2.6% | +3.1% | +5.5% |
| 30D | +13.8% | -6.7% | +20.5% | +14.4% |
| 3M | +9.1% | -9.3% | +18.3% | +9.8% |
| 6M | -24.9% | -18.3% | -6.6% | -23.8% |
| YTD | -8.0% | +16.2% | -24.2% | -10.8% |
| 1Y | +42.9% | +7.6% | +35.3% | +39.8% |
| 3Y | +926.7% | +6.6% | +920.1% | +894.9% |
| All | +926.7% | +6.5% | +920.2% | +894.9% |
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