+43.4%
ECHO vs BP
+27.8%
+15.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -1.7% |
| 7D | +3.6% | -0.8% | +4.4% | +3.5% |
| 30D | +7.5% | -3.1% | +10.6% | +7.3% |
| 3M | +16.2% | +6.2% | +10.0% | +17.4% |
| 6M | -20.9% | +4.8% | -25.7% | -20.3% |
| YTD | -6.0% | +35.2% | -41.1% | -1.4% |
| 1Y | +43.4% | +27.4% | +16.0% | +46.1% |
| All | +43.4% | +27.8% | +15.6% | +46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling