+417.8%
ECHO vs BN
+79.0%
+338.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.6% | +6.6% | +5.9% |
| 7D | +8.6% | -1.2% | +9.8% | +9.4% |
| 30D | +3.8% | -10.9% | +14.7% | +12.5% |
| 3M | -19.9% | -11.1% | -8.8% | -13.0% |
| 6M | -12.1% | -4.4% | -7.7% | -10.5% |
| YTD | -14.1% | -14.1% | +0.1% | -5.5% |
| 1Y | +15.9% | -11.1% | +26.9% | +22.3% |
| 3Y | +417.8% | +75.6% | +342.3% | +199.4% |
| All | +417.8% | +79.0% | +338.8% | +199.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling