+548.4%
ECHO vs BTSG
+406.1%
+142.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.4% |
| 7D | +3.4% | +2.7% | +0.7% | +2.5% |
| 30D | +2.4% | -3.6% | +6.0% | +3.4% |
| 3M | -28.0% | +5.8% | -33.8% | -30.4% |
| 6M | -21.2% | +44.7% | -66.0% | -32.6% |
| YTD | -17.4% | +62.2% | -79.6% | -32.6% |
| 1Y | +33.6% | +152.1% | -118.5% | -8.9% |
| All | +548.4% | +406.1% | +142.3% | +238.7% |
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