+253.7%
ECHO vs BG
+62.4%
+191.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.4% | -0.3% | +2.8% |
| 7D | +8.6% | +2.4% | +6.2% | +7.9% |
| 30D | +3.8% | +15.0% | -11.3% | -0.3% |
| 3M | -19.9% | -0.7% | -19.2% | -20.2% |
| 6M | -12.1% | +7.5% | -19.6% | -14.7% |
| YTD | -14.1% | +41.6% | -55.7% | -22.9% |
| 1Y | +15.9% | +50.7% | -34.8% | +1.4% |
| 3Y | +417.8% | +20.3% | +397.6% | +375.5% |
| 5Y | +259.3% | +85.2% | +174.1% | +183.9% |
| 10Y | +192.7% | +160.6% | +32.1% | +97.0% |
| All | +253.7% | +62.4% | +191.3% | +117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling