+563.2%
ECHO vs BTSG
+382.3%
+180.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.6% | +7.2% | +2.8% |
| 7D | +2.3% | -5.8% | +8.1% | +4.3% |
| 30D | +4.4% | 0.0% | +4.4% | +4.1% |
| 3M | -20.3% | -4.5% | -15.8% | -20.3% |
| 6M | -15.3% | +40.0% | -55.4% | -26.9% |
| YTD | -15.5% | +54.6% | -70.1% | -30.0% |
| 1Y | +15.0% | +106.1% | -91.2% | -15.4% |
| All | +563.2% | +382.3% | +180.8% | +251.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling