+259.1%
ECHO vs BTG
+378.0%
-118.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.9% | +6.9% | +4.2% |
| 7D | +8.6% | +4.8% | +3.8% | +8.2% |
| 30D | +3.8% | +8.3% | -4.6% | +3.1% |
| 3M | -19.9% | +32.3% | -52.2% | -21.7% |
| 6M | -12.1% | +3.0% | -15.0% | -12.7% |
| YTD | -14.1% | +21.9% | -36.0% | -15.8% |
| 1Y | +15.9% | +28.2% | -12.3% | +12.8% |
| 3Y | +417.8% | +99.9% | +318.0% | +387.6% |
| 5Y | +259.3% | +73.6% | +185.8% | +239.1% |
| 10Y | +192.7% | +136.5% | +56.2% | +166.6% |
| All | +259.1% | +378.0% | -118.8% | +165.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling