+188.4%
ECHO vs BTI
+72.6%
+115.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | +2.3% | -2.0% | +4.3% | +3.0% |
| 30D | +4.4% | -3.4% | +7.8% | +5.4% |
| 3M | -20.3% | -9.0% | -11.3% | -18.4% |
| 6M | -15.3% | -5.0% | -10.3% | -14.9% |
| YTD | -15.5% | -0.3% | -15.2% | -16.7% |
| 1Y | +15.0% | +3.1% | +11.9% | +11.8% |
| 3Y | +409.1% | +111.0% | +298.2% | +269.3% |
| 5Y | +260.6% | +117.0% | +143.6% | +159.3% |
| All | +188.4% | +72.6% | +115.8% | +114.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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