+251.7%
BAC vs ECHO
+168.8%
+82.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.9% | -4.7% | +1.1% |
| 7D | +2.0% | +3.0% | -1.0% | +1.4% |
| 30D | -6.9% | +6.7% | -13.6% | -8.2% |
| 3M | -19.6% | +12.4% | -32.0% | -21.5% |
| 6M | -0.5% | -20.4% | +20.0% | +2.1% |
| YTD | -6.6% | -6.9% | +0.3% | -7.9% |
| 1Y | -3.0% | +37.7% | -40.7% | -11.1% |
| 3Y | +97.3% | +902.9% | -805.6% | -10.4% |
| 5Y | +21.9% | +275.3% | -253.5% | -23.2% |
| 10Y | +251.7% | +159.0% | +92.7% | +129.1% |
| All | +251.7% | +168.8% | +82.9% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 10y: compounded portfolio wealth divided by compounded ECHO 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…
10y analysis · Full analysis span regression · 6 months rolling