+240.0%
ECHO vs BP
+62.6%
+177.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +3.4% | +3.9% | -0.5% | +1.9% |
| 30D | +2.4% | +7.6% | -5.3% | -0.7% |
| 3M | -28.0% | +0.7% | -28.7% | -28.7% |
| 6M | -21.2% | +15.5% | -36.7% | -26.6% |
| YTD | -17.4% | +30.8% | -48.2% | -26.9% |
| 1Y | +33.6% | +34.3% | -0.7% | +16.2% |
| 3Y | +419.7% | +35.1% | +384.6% | +342.3% |
| 5Y | +241.7% | +126.8% | +114.9% | +128.5% |
| 10Y | +180.8% | +123.4% | +57.4% | +78.9% |
| All | +240.0% | +62.6% | +177.4% | +111.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling