+159.8%
ECHO vs BIL
+25.7%
+134.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +9.8% | 0.0% | +9.8% | +9.7% |
| 3M | +16.8% | +0.6% | +16.2% | +16.0% |
| 6M | -18.1% | +1.5% | -19.6% | -19.6% |
| YTD | -4.2% | +2.8% | -7.0% | -8.3% |
| 1Y | +41.2% | +3.3% | +37.9% | +33.9% |
| 3Y | +943.7% | +13.4% | +930.3% | +725.5% |
| 5Y | +277.5% | +19.8% | +257.7% | +209.3% |
| 10Y | +159.8% | +25.7% | +134.1% | +148.1% |
| All | +159.8% | +25.7% | +134.1% | +148.1% |
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