+33.6%
ECHO vs BNY
+59.6%
-26.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +3.4% | +1.4% | +2.0% | +2.7% |
| 30D | +2.4% | +3.8% | -1.5% | +0.6% |
| 3M | -28.0% | +14.9% | -42.9% | -32.4% |
| 6M | -21.2% | +40.3% | -61.6% | -33.0% |
| YTD | -17.4% | +43.8% | -61.1% | -30.9% |
| 1Y | +33.6% | +58.9% | -25.3% | +6.5% |
| All | +33.6% | +59.6% | -26.0% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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