+15.0%
ECHO vs BN
-13.5%
+28.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.1% |
| 7D | +2.3% | -5.9% | +8.2% | +4.9% |
| 30D | +4.4% | -15.1% | +19.5% | +11.8% |
| 3M | -20.3% | -14.6% | -5.7% | -14.7% |
| 6M | -15.3% | -8.4% | -6.9% | -12.5% |
| YTD | -15.5% | -16.8% | +1.3% | -8.9% |
| 1Y | +15.0% | -14.4% | +29.3% | +23.1% |
| All | +15.0% | -13.5% | +28.5% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling