+240.0%
ECHO vs BND
+64.4%
+175.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.4% | -0.1% | +3.6% | +3.4% |
| 30D | +2.4% | -0.4% | +2.7% | +2.4% |
| 3M | -28.0% | -0.6% | -27.3% | -27.9% |
| 6M | -21.2% | -1.4% | -19.8% | -21.1% |
| YTD | -17.4% | -0.2% | -17.2% | -17.3% |
| 1Y | +33.6% | +1.3% | +32.3% | +33.5% |
| 3Y | +419.7% | +13.2% | +406.5% | +414.8% |
| 5Y | +241.7% | -1.6% | +243.3% | +224.8% |
| 10Y | +180.8% | +15.5% | +165.3% | +182.5% |
| All | +240.0% | +64.4% | +175.7% | +207.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling