+253.7%
ECHO vs BNS
+332.7%
-79.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.1% | +4.7% |
| 7D | +8.6% | +1.8% | +6.8% | +7.4% |
| 30D | +3.8% | +4.5% | -0.7% | +0.8% |
| 3M | -19.9% | +15.8% | -35.7% | -27.1% |
| 6M | -12.1% | +31.5% | -43.5% | -25.9% |
| YTD | -14.1% | +28.6% | -42.7% | -26.9% |
| 1Y | +15.9% | +48.2% | -32.3% | -9.6% |
| 3Y | +417.8% | +130.8% | +287.1% | +221.2% |
| 5Y | +259.3% | +94.9% | +164.4% | +142.6% |
| 10Y | +192.7% | +179.6% | +13.2% | +61.3% |
| All | +253.7% | +332.7% | -79.0% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling