+192.7%
ECHO vs BIL
+25.3%
+167.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +8.6% | +0.1% | +8.5% | +8.5% |
| 30D | +3.8% | +0.3% | +3.5% | +3.6% |
| 3M | -19.9% | +0.9% | -20.8% | -20.3% |
| 6M | -12.1% | +1.8% | -13.9% | -13.6% |
| YTD | -14.1% | +2.5% | -16.5% | -16.5% |
| 1Y | +15.9% | +3.7% | +12.2% | +10.9% |
| 3Y | +417.8% | +14.1% | +403.8% | +340.7% |
| 5Y | +259.3% | +19.4% | +239.9% | +220.7% |
| 10Y | +192.7% | +25.3% | +167.5% | +215.3% |
| All | +192.7% | +25.3% | +167.5% | +215.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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