+34.2%
ECHO vs BTSG
+111.7%
-77.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | +4.6% | +17.4% | -12.8% | +0.3% |
| 30D | +0.4% | +12.6% | -12.2% | -2.6% |
| 3M | +7.7% | +11.2% | -3.5% | +4.4% |
| 6M | -18.0% | +30.4% | -48.4% | -24.5% |
| YTD | -9.3% | +86.4% | -95.7% | -22.3% |
| 1Y | +34.2% | +117.9% | -83.7% | +13.6% |
| All | +34.2% | +111.7% | -77.5% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling