+33.6%
ECHO vs BIYA
-98.3%
+131.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | 0.0% |
| 7D | +3.4% | +1.3% | +2.1% | +3.4% |
| 30D | +2.4% | -21.0% | +23.3% | +2.2% |
| 3M | -28.0% | -74.3% | +46.4% | -28.0% |
| 6M | -21.2% | -84.6% | +63.4% | -20.0% |
| YTD | -17.4% | -94.2% | +76.8% | -14.8% |
| 1Y | +33.6% | -98.2% | +131.8% | +63.6% |
| All | +33.6% | -98.3% | +131.9% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 1y: compounded portfolio wealth divided by compounded BIYA 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…
1y analysis · Full analysis span regression · 6 months rolling