+415.7%
ECHO vs BR
-5.0%
+420.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +2.3% | -6.0% | +8.3% | +5.1% |
| 30D | +4.4% | -0.9% | +5.3% | +4.4% |
| 3M | -20.3% | +16.4% | -36.7% | -26.8% |
| 6M | -15.3% | -8.2% | -7.2% | -10.2% |
| YTD | -15.5% | -23.2% | +7.7% | +2.3% |
| 1Y | +15.0% | -30.9% | +45.9% | +51.6% |
| All | +415.7% | -5.0% | +420.8% | +389.5% |
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