+241.6%
ECHO vs BUD
+46.3%
+195.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | +2.4% | -5.7% | +8.0% | +4.5% |
| 3M | -28.0% | +3.1% | -31.1% | -29.1% |
| 6M | -21.2% | +7.9% | -29.1% | -24.1% |
| YTD | -17.4% | +27.3% | -44.7% | -25.6% |
| 1Y | +33.6% | +37.8% | -4.2% | +16.2% |
| 3Y | +419.7% | +49.8% | +369.8% | +329.5% |
| All | +241.6% | +46.3% | +195.2% | +180.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling