+926.7%
ECHO vs BTDR
+41.1%
+885.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.6% | +10.6% | +3.0% |
| 7D | +5.7% | -6.9% | +12.6% | +6.4% |
| 30D | +13.8% | -31.5% | +45.4% | +18.4% |
| 3M | +9.1% | -36.1% | +45.1% | +13.8% |
| 6M | -24.9% | -57.6% | +32.7% | -19.1% |
| YTD | -8.0% | -50.0% | +42.0% | -3.6% |
| 1Y | +42.9% | -49.6% | +92.5% | +48.9% |
| 3Y | +926.7% | +48.5% | +878.2% | +779.5% |
| All | +926.7% | +41.1% | +885.6% | +779.5% |
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