+18.0%
BAC vs ECHO
+260.3%
-242.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -5.9% | -1.1% |
| 7D | -1.2% | -2.4% | +1.2% | -1.0% |
| 30D | -7.7% | -3.1% | -4.5% | -7.5% |
| 3M | -21.2% | +8.7% | -29.9% | -21.9% |
| 6M | -6.8% | -24.8% | +17.9% | -5.1% |
| YTD | -8.7% | -13.0% | +4.2% | -8.8% |
| 1Y | -5.3% | +33.9% | -39.2% | -9.3% |
| 3Y | +87.4% | +791.8% | -704.4% | +27.8% |
| All | +18.0% | +260.3% | -242.3% | -3.7% |
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 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