+20.9%
ECHO vs BNS
+49.3%
-28.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.1% |
| 7D | +3.7% | -0.4% | +4.1% | +3.9% |
| 30D | +0.7% | +3.5% | -2.8% | -0.9% |
| 3M | -27.3% | +14.1% | -41.4% | -32.2% |
| 6M | -17.0% | +33.8% | -50.7% | -29.5% |
| YTD | -14.3% | +29.5% | -43.8% | -27.3% |
| 1Y | +20.9% | +48.4% | -27.5% | -4.6% |
| All | +20.9% | +49.3% | -28.4% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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