+253.7%
ECHO vs JBLU
-23.9%
+277.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.6% |
| 7D | +8.6% | +1.1% | +7.5% | +8.2% |
| 30D | +3.8% | -25.5% | +29.3% | +10.7% |
| 3M | -19.9% | -5.0% | -14.9% | -20.0% |
| 6M | -12.1% | +0.7% | -12.7% | -14.5% |
| YTD | -14.1% | -0.7% | -13.4% | -17.3% |
| 1Y | +15.9% | -12.7% | +28.6% | +14.4% |
| 3Y | +417.8% | -12.7% | +430.6% | +364.5% |
| 5Y | +259.3% | -69.3% | +328.6% | +296.5% |
| 10Y | +192.7% | -73.0% | +265.8% | +207.6% |
| All | +253.7% | -23.9% | +277.6% | +148.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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