+209.9%
BKNG vs ECHO
+193.4%
+16.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -10.7% | +2.3% | -13.0% | -11.0% |
| 30D | -18.1% | +4.4% | -22.5% | -18.7% |
| 3M | +8.5% | -20.3% | +28.8% | +11.3% |
| 6M | -0.1% | -15.3% | +15.3% | +0.9% |
| YTD | -18.2% | -15.5% | -2.7% | -17.9% |
| 1Y | -19.9% | +15.0% | -34.8% | -23.5% |
| 3Y | +41.6% | +409.1% | -367.5% | -11.9% |
| 5Y | +93.1% | +260.6% | -167.5% | +32.4% |
| All | +209.9% | +193.4% | +16.5% | +143.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling