+192.5%
ECHO vs BTG
+159.3%
+33.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.4% |
| 7D | +3.7% | -3.8% | +7.5% | +4.1% |
| 30D | +0.7% | +3.6% | -2.9% | +0.2% |
| 3M | -27.3% | +32.0% | -59.3% | -29.9% |
| 6M | -17.0% | +3.4% | -20.3% | -18.1% |
| YTD | -14.3% | +20.8% | -35.1% | -17.1% |
| 1Y | +20.9% | +22.4% | -1.5% | +16.4% |
| 3Y | +423.0% | +91.7% | +331.2% | +378.6% |
| 5Y | +265.7% | +79.0% | +186.7% | +235.2% |
| All | +192.5% | +159.3% | +33.2% | +180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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