+140.3%
ECHO vs BIL
+26.1%
+114.2%
-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 | +9.1% | +0.1% | +9.1% | +9.0% |
| 30D | +7.2% | +0.3% | +6.9% | +6.7% |
| 3M | +6.1% | +0.9% | +5.2% | +5.0% |
| 6M | -24.2% | +1.8% | -26.0% | -25.8% |
| YTD | -9.7% | +3.1% | -12.9% | -14.1% |
| 1Y | +40.9% | +3.7% | +37.2% | +32.7% |
| 3Y | +883.3% | +13.8% | +869.5% | +663.6% |
| 5Y | +224.2% | +20.2% | +203.9% | +158.7% |
| All | +140.3% | +26.1% | +114.2% | +118.8% |
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