+287.0%
ECHO vs BN
+666.4%
-379.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.5% |
| 7D | +3.6% | -2.4% | +6.0% | +5.0% |
| 30D | +7.5% | +13.5% | -6.1% | +0.6% |
| 3M | +16.2% | -5.9% | +22.1% | +19.3% |
| 6M | -20.9% | -8.9% | -11.9% | -17.5% |
| YTD | -6.0% | -7.9% | +1.9% | -3.1% |
| 1Y | +43.4% | -8.3% | +51.7% | +47.8% |
| 3Y | +924.0% | +100.8% | +823.3% | +625.8% |
| 5Y | +249.6% | +38.2% | +211.4% | +187.1% |
| 10Y | +151.3% | +302.3% | -151.1% | +21.7% |
| All | +287.0% | +666.4% | -379.4% | +25.0% |
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