+191.3%
ECHO vs BN
+257.9%
-66.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.2% |
| 7D | +5.3% | -3.0% | +8.3% | +7.1% |
| 30D | +2.4% | -13.0% | +15.4% | +10.4% |
| 3M | -21.8% | -15.2% | -6.6% | -14.4% |
| 6M | -16.9% | -5.9% | -11.0% | -14.7% |
| YTD | -16.0% | -15.8% | -0.2% | -8.6% |
| 1Y | +9.3% | -12.2% | +21.5% | +15.4% |
| 3Y | +406.2% | +72.2% | +334.0% | +278.5% |
| 5Y | +251.0% | +33.2% | +217.8% | +187.1% |
| 10Y | +191.3% | +264.7% | -73.4% | +55.4% |
| All | +191.3% | +257.9% | -66.7% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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