+144.9%
ECHO vs BN
+290.8%
-145.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.8% |
| 7D | +5.7% | -1.0% | +6.7% | +6.3% |
| 30D | +13.8% | +14.0% | -0.1% | +5.4% |
| 3M | +9.1% | -9.0% | +18.1% | +14.4% |
| 6M | -24.9% | -8.8% | -16.1% | -21.5% |
| YTD | -8.0% | -10.3% | +2.3% | -3.6% |
| 1Y | +42.9% | -5.8% | +48.7% | +45.8% |
| 3Y | +926.7% | +94.8% | +831.9% | +614.0% |
| 5Y | +230.4% | +31.5% | +198.9% | +171.3% |
| All | +144.9% | +290.8% | -145.9% | +28.3% |
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