+623.4%
ECHO vs BUD
+214.6%
+408.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.5% | +6.7% | +5.8% |
| 7D | -2.4% | +4.5% | -6.8% | -4.4% |
| 30D | -3.1% | +12.5% | -15.7% | -8.5% |
| 3M | +8.7% | 0.0% | +8.7% | +7.8% |
| 6M | -24.8% | +3.8% | -28.6% | -27.0% |
| YTD | -13.0% | +33.1% | -46.0% | -24.2% |
| 1Y | +33.9% | +35.5% | -1.6% | +15.5% |
| 3Y | +791.8% | +49.4% | +742.4% | +626.3% |
| 5Y | +261.7% | +48.0% | +213.6% | +190.4% |
| 10Y | +157.3% | -8.6% | +165.9% | +131.1% |
| All | +623.4% | +214.6% | +408.8% | +262.8% |
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