+673.7%
ECHO vs BUD
+218.9%
+454.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +1.3% | +5.6% | +6.4% |
| 7D | +3.0% | +1.3% | +1.7% | +2.2% |
| 30D | +6.7% | +10.0% | -3.3% | +1.9% |
| 3M | +12.4% | +1.6% | +10.8% | +10.7% |
| 6M | -20.4% | +6.5% | -26.9% | -23.6% |
| YTD | -6.9% | +34.8% | -41.8% | -19.4% |
| 1Y | +37.7% | +36.5% | +1.2% | +18.5% |
| 3Y | +902.9% | +49.0% | +853.9% | +718.5% |
| 5Y | +275.3% | +51.7% | +223.6% | +198.4% |
| 10Y | +159.0% | -7.5% | +166.6% | +131.8% |
| All | +673.7% | +218.9% | +454.8% | +286.0% |
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