+3,742.3%
BKNG vs ECHO
+222.0%
+3,520.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.6% | -3.4% |
| 7D | -13.1% | +5.3% | -18.5% | -14.1% |
| 30D | -18.5% | +2.4% | -21.0% | -19.1% |
| 3M | +5.8% | -21.8% | +27.6% | +10.2% |
| 6M | -2.1% | -16.9% | +14.8% | -0.4% |
| YTD | -18.6% | -16.0% | -2.7% | -18.2% |
| 1Y | -21.7% | +9.3% | -30.9% | -26.0% |
| 3Y | +40.9% | +406.2% | -365.3% | -28.4% |
| 5Y | +91.0% | +251.0% | -160.0% | +7.6% |
| 10Y | +213.2% | +191.3% | +21.9% | +77.8% |
| All | +3,742.3% | +222.0% | +3,520.3% | +1,491.9% |
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