+77.9%
BAC vs ECHO
+267.2%
-189.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.7% | -0.6% |
| 7D | +2.1% | +2.2% | -0.1% | +1.2% |
| 30D | -6.7% | +9.8% | -16.5% | -9.7% |
| 3M | -20.2% | +16.8% | -37.1% | -24.5% |
| 6M | -0.2% | -18.1% | +17.9% | +3.3% |
| YTD | -6.4% | -4.2% | -2.2% | -9.8% |
| 1Y | -3.1% | +41.2% | -44.3% | -18.0% |
| 3Y | +96.7% | +943.7% | -846.9% | -49.3% |
| 5Y | +21.3% | +277.5% | -256.2% | -51.6% |
| 10Y | +237.7% | +159.8% | +78.0% | +54.5% |
| All | +77.9% | +267.2% | -189.3% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling