+240.0%
ECHO vs BIL
+27.1%
+212.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.2% |
| 7D | +3.4% | +0.1% | +3.3% | +3.9% |
| 30D | +2.4% | +0.3% | +2.0% | +4.2% |
| 3M | -28.0% | +0.9% | -28.9% | -24.2% |
| 6M | -21.2% | +1.8% | -23.1% | -13.2% |
| YTD | -17.4% | +2.4% | -19.8% | -6.1% |
| 1Y | +33.6% | +3.7% | +29.9% | +62.3% |
| 3Y | +419.7% | +14.2% | +405.5% | +991.8% |
| 5Y | +241.7% | +19.4% | +222.3% | +853.0% |
| 10Y | +180.8% | +25.2% | +155.5% | +974.6% |
| All | +240.0% | +27.1% | +212.9% | +1,484.7% |
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