+252.7%
ECHO vs BNY
+411.1%
-158.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +3.7% | -1.3% | +5.0% | +4.2% |
| 30D | +0.7% | -0.2% | +0.9% | +0.7% |
| 3M | -27.3% | +14.9% | -42.2% | -31.0% |
| 6M | -17.0% | +40.0% | -57.0% | -26.6% |
| YTD | -14.3% | +42.0% | -56.3% | -24.8% |
| 1Y | +20.9% | +56.9% | -36.0% | +2.4% |
| 3Y | +423.0% | +289.9% | +133.1% | +230.1% |
| 5Y | +265.7% | +259.2% | +6.5% | +134.8% |
| 10Y | +197.1% | +413.3% | -216.2% | +68.1% |
| All | +252.7% | +411.1% | -158.5% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling