+283.1%
ECHO vs BN
+683.0%
-399.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.8% | +3.1% | +5.0% |
| 7D | +3.0% | +3.6% | -0.6% | +1.1% |
| 30D | +6.7% | +15.9% | -9.2% | -1.1% |
| 3M | +12.4% | -2.3% | +14.7% | +13.3% |
| 6M | -20.4% | -8.4% | -12.0% | -17.3% |
| YTD | -6.9% | -5.9% | -1.0% | -5.1% |
| 1Y | +37.7% | -5.6% | +43.3% | +39.9% |
| 3Y | +902.9% | +104.2% | +798.7% | +604.9% |
| 5Y | +275.3% | +35.5% | +239.9% | +210.6% |
| 10Y | +159.0% | +285.2% | -126.2% | +27.6% |
| All | +283.1% | +683.0% | -399.8% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling