+260.6%
ECHO vs BTDR
+16.5%
+244.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +1.2% |
| 7D | +2.3% | -3.2% | +5.5% | +2.6% |
| 30D | +4.4% | +32.7% | -28.3% | +1.3% |
| 3M | -20.3% | -28.4% | +8.1% | -18.7% |
| 6M | -15.3% | +51.7% | -67.1% | -19.8% |
| YTD | -15.5% | +2.9% | -18.4% | -17.7% |
| 1Y | +15.0% | -15.5% | +30.4% | +11.8% |
| 3Y | +409.1% | 0.0% | +409.1% | +351.8% |
| 5Y | +260.6% | +16.5% | +244.2% | +207.1% |
| All | +260.6% | +16.5% | +244.2% | +207.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling