+34.2%
ECHO vs BIYA
-98.4%
+132.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -3.3% |
| 7D | +4.6% | -4.0% | +8.6% | +4.5% |
| 30D | +0.4% | -15.0% | +15.4% | +0.6% |
| 3M | +7.7% | -58.1% | +65.8% | +7.1% |
| 6M | -18.0% | -90.0% | +72.0% | -18.1% |
| YTD | -9.3% | -96.9% | +87.7% | -7.5% |
| 1Y | +34.2% | -98.2% | +132.4% | +35.9% |
| All | +34.2% | -98.4% | +132.6% | +35.9% |
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