+412.7%
ECHO vs BTDR
+7.6%
+405.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.4% | -1.9% |
| 7D | +5.3% | +14.8% | -9.5% | +3.7% |
| 30D | +2.4% | +41.8% | -39.4% | -1.8% |
| 3M | -21.8% | -29.2% | +7.4% | -19.9% |
| 6M | -16.9% | +66.2% | -83.1% | -22.8% |
| YTD | -16.0% | +10.0% | -26.0% | -19.1% |
| 1Y | +9.3% | -11.0% | +20.2% | +5.1% |
| All | +412.7% | +7.6% | +405.2% | +348.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling