+240.0%
ECHO vs BN
+633.2%
-393.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +3.4% | -2.5% | +5.9% | +4.7% |
| 30D | +2.4% | -9.5% | +11.9% | +7.5% |
| 3M | -28.0% | -10.4% | -17.6% | -23.9% |
| 6M | -21.2% | -6.4% | -14.9% | -19.0% |
| YTD | -17.4% | -11.9% | -5.5% | -12.7% |
| 1Y | +33.6% | -8.6% | +42.2% | +37.9% |
| 3Y | +419.7% | +77.6% | +342.1% | +292.6% |
| 5Y | +241.7% | +37.0% | +204.7% | +181.8% |
| 10Y | +180.8% | +266.4% | -85.6% | +42.2% |
| All | +240.0% | +633.2% | -393.1% | +12.6% |
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