+234.6%
ECHO vs BTDR
-44.0%
+278.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.6% | +10.6% | +2.8% |
| 7D | +5.7% | -6.9% | +12.6% | +6.3% |
| 30D | +13.8% | -31.5% | +45.4% | +17.7% |
| 3M | +9.1% | -36.1% | +45.1% | +13.1% |
| 6M | -24.9% | -57.6% | +32.7% | -20.0% |
| YTD | -8.0% | -50.0% | +42.0% | -4.3% |
| 1Y | +42.9% | -49.6% | +92.5% | +48.0% |
| 3Y | +926.7% | +48.5% | +878.2% | +836.7% |
| All | +234.6% | -44.0% | +278.6% | +218.9% |
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 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