+191.3%
ECHO vs BP
+132.0%
+59.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.9% |
| 7D | +5.3% | +4.0% | +1.4% | +3.8% |
| 30D | +2.4% | +7.8% | -5.4% | -0.5% |
| 3M | -21.8% | +8.4% | -30.2% | -24.6% |
| 6M | -16.9% | +15.1% | -32.0% | -22.3% |
| YTD | -16.0% | +36.4% | -52.4% | -26.8% |
| 1Y | +9.3% | +40.9% | -31.6% | -6.7% |
| 3Y | +406.2% | +38.8% | +367.4% | +325.9% |
| 5Y | +251.0% | +141.1% | +109.9% | +123.3% |
| 10Y | +191.3% | +133.9% | +57.4% | +85.7% |
| All | +191.3% | +132.0% | +59.2% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling