+240.0%
ECHO vs BIDU
+152.1%
+87.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.8% |
| 7D | +3.4% | +2.4% | +1.0% | +2.9% |
| 30D | +2.4% | -10.5% | +12.8% | +4.5% |
| 3M | -28.0% | -26.2% | -1.7% | -23.7% |
| 6M | -21.2% | -16.4% | -4.9% | -18.8% |
| YTD | -17.4% | -23.9% | +6.5% | -13.5% |
| 1Y | +33.6% | +1.3% | +32.3% | +31.4% |
| 3Y | +419.7% | -32.1% | +451.8% | +439.7% |
| 5Y | +241.7% | -39.0% | +280.7% | +240.9% |
| 10Y | +180.8% | -44.0% | +224.8% | +160.7% |
| All | +240.0% | +152.1% | +87.9% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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