+278.6%
ECHO vs BR
+1,164.7%
-886.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +5.7% | +1.1% | +4.6% | +5.2% |
| 30D | +13.8% | +14.4% | -0.6% | +6.5% |
| 3M | +9.1% | +12.4% | -3.3% | +2.3% |
| 6M | -24.9% | +35.4% | -60.4% | -36.0% |
| YTD | -8.0% | -12.2% | +4.2% | -4.8% |
| 1Y | +42.9% | -12.7% | +55.6% | +48.3% |
| 3Y | +926.7% | +14.3% | +912.4% | +841.6% |
| 5Y | +230.4% | +19.3% | +211.1% | +191.1% |
| 10Y | +145.9% | +278.1% | -132.3% | +19.6% |
| All | +278.6% | +1,164.7% | -886.0% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling