+926.7%
ECHO vs BND
+14.0%
+912.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.1% |
| 7D | +5.7% | -1.4% | +7.1% | +7.5% |
| 30D | +13.8% | +0.6% | +13.2% | +12.6% |
| 3M | +9.1% | -1.6% | +10.7% | +11.4% |
| 6M | -24.9% | -1.5% | -23.4% | -23.2% |
| YTD | -8.0% | -1.5% | -6.5% | -5.8% |
| 1Y | +42.9% | -1.1% | +44.0% | +45.9% |
| 3Y | +926.7% | +13.6% | +913.1% | +778.0% |
| All | +926.7% | +14.0% | +912.7% | +778.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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