+258.3%
ECHO vs BIL
+27.5%
+230.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.4% |
| 7D | -2.4% | -0.3% | -2.1% | -3.7% |
| 30D | -3.1% | 0.0% | -3.1% | -3.1% |
| 3M | +8.7% | +0.6% | +8.1% | +12.3% |
| 6M | -24.8% | +1.5% | -26.3% | -18.3% |
| YTD | -13.0% | +2.8% | -15.7% | +0.5% |
| 1Y | +33.9% | +3.3% | +30.6% | +59.4% |
| 3Y | +791.8% | +13.5% | +778.3% | +1,699.9% |
| 5Y | +261.7% | +19.8% | +241.9% | +925.9% |
| 10Y | +157.3% | +25.6% | +131.7% | +899.5% |
| All | +258.3% | +27.5% | +230.8% | +1,597.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling