+39.8%
BKNG vs ECHO
+408.9%
-369.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | -10.7% | +2.3% | -13.0% | -10.7% |
| 30D | -18.1% | +4.4% | -22.5% | -18.3% |
| 3M | +8.5% | -20.3% | +28.8% | +9.4% |
| 6M | -0.1% | -15.3% | +15.3% | +0.2% |
| YTD | -18.2% | -15.5% | -2.7% | -18.1% |
| 1Y | -19.9% | +15.0% | -34.8% | -21.0% |
| All | +39.8% | +408.9% | -369.0% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling