+192.5%
ECHO vs BLK
+283.5%
-91.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.6% |
| 7D | +3.7% | -3.3% | +7.0% | +5.5% |
| 30D | +0.7% | -6.5% | +7.2% | +4.1% |
| 3M | -27.3% | +6.7% | -34.1% | -30.2% |
| 6M | -17.0% | +14.7% | -31.7% | -23.5% |
| YTD | -14.3% | +2.5% | -16.8% | -16.8% |
| 1Y | +20.9% | -2.8% | +23.7% | +20.5% |
| 3Y | +423.0% | +65.9% | +357.1% | +298.3% |
| 5Y | +265.7% | +33.0% | +232.7% | +202.2% |
| All | +192.5% | +283.5% | -91.1% | +42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling