+318.8%
ECHO vs BTDR
+19.6%
+299.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +1.0% |
| 7D | +3.7% | -3.4% | +7.1% | +4.0% |
| 30D | +0.7% | +32.6% | -31.9% | -2.3% |
| 3M | -27.3% | -32.2% | +4.9% | -25.5% |
| 6M | -17.0% | +52.4% | -69.3% | -21.4% |
| YTD | -14.3% | +6.7% | -21.0% | -16.8% |
| 1Y | +20.9% | -15.2% | +36.1% | +17.5% |
| 3Y | +423.0% | +14.9% | +408.1% | +361.6% |
| 5Y | +265.7% | +20.8% | +244.9% | +219.5% |
| All | +318.8% | +19.6% | +299.2% | +264.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 10y: compounded portfolio wealth divided by compounded BTDR 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…
10y analysis · Full analysis span regression · 6 months rolling