+15.9%
ECHO vs BUD
+35.5%
-19.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.2% |
| 7D | +8.6% | +0.8% | +7.8% | +8.4% |
| 30D | +3.8% | -4.8% | +8.6% | +4.7% |
| 3M | -19.9% | +1.4% | -21.3% | -20.5% |
| 6M | -12.1% | +9.9% | -21.9% | -15.6% |
| YTD | -14.1% | +26.3% | -40.4% | -19.7% |
| 1Y | +15.9% | +36.1% | -20.3% | +6.2% |
| All | +15.9% | +35.5% | -19.6% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling