+902.9%
ECHO vs BP
+48.5%
+854.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.1% | +6.8% | +6.9% |
| 7D | +3.0% | -6.9% | +9.9% | +3.5% |
| 30D | +6.7% | -3.6% | +10.3% | +7.0% |
| 3M | +12.4% | +8.4% | +4.0% | +11.4% |
| 6M | -20.4% | +5.3% | -25.8% | -21.0% |
| YTD | -6.9% | +33.2% | -40.1% | -11.4% |
| 1Y | +37.7% | +28.2% | +9.5% | +31.6% |
| 3Y | +902.9% | +49.2% | +853.6% | +822.6% |
| All | +902.9% | +48.5% | +854.4% | +822.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling