+139.4%
BAC vs ECHO
+388.0%
-248.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.1% | +3.4% | -2.3% | +0.9% |
| 30D | -0.4% | +2.4% | -2.8% | -0.5% |
| 3M | +16.9% | -28.0% | +44.9% | +18.9% |
| 6M | +26.6% | -21.2% | +47.9% | +27.8% |
| YTD | +15.8% | -17.4% | +33.2% | +16.2% |
| 1Y | +27.2% | +33.6% | -6.4% | +23.4% |
| All | +139.4% | +388.0% | -248.6% | +100.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling