+622.0%
ECHO vs BTSG
+493.4%
+128.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +5.7% | +6.0% | -0.4% | +3.6% |
| 30D | +13.8% | +12.4% | +1.4% | +9.3% |
| 3M | +9.1% | +18.2% | -9.2% | +2.6% |
| 6M | -24.9% | +26.0% | -51.0% | -32.0% |
| YTD | -8.0% | +90.1% | -98.2% | -29.1% |
| 1Y | +42.9% | +124.3% | -81.4% | +3.2% |
| All | +622.0% | +493.4% | +128.6% | +256.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling