+259.8%
ECHO vs BR
+8.0%
+251.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +3.7% | -3.0% | +6.7% | +4.9% |
| 30D | +0.7% | -0.3% | +1.0% | +0.5% |
| 3M | -27.3% | +17.3% | -44.6% | -32.6% |
| 6M | -17.0% | -6.7% | -10.3% | -14.7% |
| YTD | -14.3% | -23.4% | +9.1% | -3.2% |
| 1Y | +20.9% | -32.7% | +53.6% | +45.8% |
| 3Y | +423.0% | -5.9% | +428.9% | +441.3% |
| All | +259.8% | +8.0% | +251.7% | +233.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling