+253.7%
ECHO vs BR
+1,008.1%
-754.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.5% | +5.2% |
| 7D | +8.6% | -5.9% | +14.5% | +11.6% |
| 30D | +3.8% | +1.9% | +1.9% | +2.5% |
| 3M | -19.9% | +14.7% | -34.5% | -25.6% |
| 6M | -12.1% | -12.8% | +0.7% | -7.8% |
| YTD | -14.1% | -23.0% | +9.0% | -4.7% |
| 1Y | +15.9% | -31.7% | +47.5% | +35.8% |
| 3Y | +417.8% | -4.8% | +422.6% | +420.8% |
| 5Y | +259.3% | +7.8% | +251.5% | +232.7% |
| 10Y | +192.7% | +184.1% | +8.7% | +63.8% |
| All | +253.7% | +1,008.1% | -754.4% | -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