+72.9%
BAC vs ECHO
+255.2%
-182.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.5% | -0.8% |
| 7D | +1.2% | +8.6% | -7.4% | +0.4% |
| 30D | -0.7% | +3.8% | -4.5% | -1.1% |
| 3M | +16.9% | -19.9% | +36.8% | +18.8% |
| 6M | +29.6% | -12.1% | +41.7% | +30.1% |
| YTD | +15.3% | -14.1% | +29.3% | +15.5% |
| 1Y | +28.8% | +15.9% | +13.0% | +25.2% |
| 3Y | +136.4% | +417.8% | -281.5% | +79.1% |
| 5Y | +72.9% | +259.3% | -186.4% | +43.8% |
| All | +72.9% | +255.2% | -182.3% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling