+412.3%
ECHO vs BP
+33.3%
+378.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +3.4% | +3.9% | -0.5% | +2.9% |
| 30D | +2.4% | +7.6% | -5.3% | +1.4% |
| 3M | -28.0% | +0.7% | -28.7% | -28.1% |
| 6M | -21.2% | +15.5% | -36.7% | -23.5% |
| YTD | -17.4% | +30.8% | -48.2% | -21.7% |
| 1Y | +33.6% | +34.3% | -0.7% | +25.2% |
| All | +412.3% | +33.3% | +378.9% | +386.8% |
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