+245.8%
ECHO vs BLK
+686.4%
-440.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.4% |
| 7D | +5.3% | -2.7% | +8.0% | +6.5% |
| 30D | +2.4% | -4.8% | +7.2% | +4.3% |
| 3M | -21.8% | +6.5% | -28.3% | -24.0% |
| 6M | -16.9% | +13.2% | -30.1% | -21.4% |
| YTD | -16.0% | +1.8% | -17.8% | -17.5% |
| 1Y | +9.3% | -1.0% | +10.2% | +8.3% |
| 3Y | +406.2% | +66.0% | +340.3% | +315.0% |
| 5Y | +251.0% | +31.2% | +219.7% | +208.2% |
| 10Y | +191.3% | +278.5% | -87.2% | +72.0% |
| All | +245.8% | +686.4% | -440.6% | +46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling