+586.6%
ECHO vs BUD
+201.1%
+385.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +3.4% | +0.3% | +3.1% | +3.3% |
| 30D | +2.4% | -5.7% | +8.0% | +4.8% |
| 3M | -28.0% | +3.1% | -31.1% | -29.2% |
| 6M | -21.2% | +7.9% | -29.1% | -24.3% |
| YTD | -17.4% | +27.3% | -44.7% | -26.2% |
| 1Y | +33.6% | +37.8% | -4.2% | +15.0% |
| 3Y | +419.7% | +49.8% | +369.8% | +325.8% |
| 5Y | +241.7% | +43.8% | +197.9% | +178.9% |
| 10Y | +180.8% | -22.6% | +203.4% | +172.2% |
| All | +586.6% | +201.1% | +385.5% | +253.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling