+258.3%
ECHO vs BIL
+27.1%
+231.2%
-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% | +0.3% | +8.4% | +10.6% |
| 6M | -24.8% | +1.2% | -26.0% | -19.6% |
| YTD | -13.0% | +2.5% | -15.4% | -1.0% |
| 1Y | +33.9% | +3.0% | +30.9% | +57.0% |
| 3Y | +791.8% | +13.2% | +778.6% | +1,672.1% |
| 5Y | +261.7% | +19.4% | +242.3% | +909.9% |
| 10Y | +157.3% | +25.2% | +132.1% | +883.9% |
| All | +258.3% | +27.1% | +231.2% | +1,570.6% |
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