+926.7%
ECHO vs BR
+14.9%
+911.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +5.7% | +1.1% | +4.6% | +5.4% |
| 30D | +13.8% | +14.4% | -0.6% | +8.0% |
| 3M | +9.1% | +12.4% | -3.3% | +3.8% |
| 6M | -24.9% | +35.4% | -60.4% | -35.1% |
| YTD | -8.0% | -12.2% | +4.2% | +5.1% |
| 1Y | +42.9% | -12.7% | +55.6% | +63.6% |
| 3Y | +926.7% | +14.3% | +912.4% | +907.3% |
| All | +926.7% | +14.9% | +911.8% | +907.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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