+34.2%
ECHO vs BLK
+17.9%
+16.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.4% | -8.7% | -4.7% |
| 7D | +4.6% | +5.7% | -1.2% | +2.9% |
| 30D | +0.4% | +14.8% | -14.4% | -3.5% |
| 3M | +7.7% | +8.8% | -1.1% | +4.9% |
| 6M | -18.0% | +17.6% | -35.7% | -22.2% |
| YTD | -9.3% | +16.3% | -25.5% | -14.4% |
| 1Y | +34.2% | +18.0% | +16.2% | +25.7% |
| All | +34.2% | +17.9% | +16.3% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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