+259.8%
ECHO vs BLK
+32.0%
+227.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.5% |
| 7D | +3.7% | -3.3% | +7.0% | +5.6% |
| 30D | +0.7% | -6.5% | +7.2% | +4.4% |
| 3M | -27.3% | +6.7% | -34.1% | -30.4% |
| 6M | -17.0% | +14.7% | -31.7% | -24.1% |
| YTD | -14.3% | +2.5% | -16.8% | -17.1% |
| 1Y | +20.9% | -2.8% | +23.7% | +20.5% |
| 3Y | +423.0% | +65.9% | +357.1% | +288.4% |
| All | +259.8% | +32.0% | +227.7% | +183.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling