+144.9%
ECHO vs BUD
-2.1%
+147.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | +5.7% | +1.0% | +4.7% | +5.3% |
| 30D | +13.8% | +6.7% | +7.1% | +10.2% |
| 3M | +9.1% | +5.7% | +3.4% | +5.8% |
| 6M | -24.9% | +5.8% | -30.8% | -27.7% |
| YTD | -8.0% | +34.4% | -42.4% | -20.3% |
| 1Y | +42.9% | +33.3% | +9.6% | +24.1% |
| 3Y | +926.7% | +48.8% | +877.9% | +735.4% |
| 5Y | +230.4% | +52.5% | +177.8% | +160.8% |
| All | +144.9% | -2.1% | +147.0% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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