+0.5%
BKR vs ECHO
-22.8%
+23.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-06-09 to 2026-09-09.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.3% |
| 7D | -1.5% | +5.3% | -6.9% | -1.8% |
| 30D | -0.7% | +2.4% | -3.1% | -0.8% |
| 3M | +0.5% | -21.8% | +22.3% | +1.5% |
| All | +0.5% | -22.8% | +23.3% | +1.5% |
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 2026-06-09 to 2026-09-09: 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…
2026-06-09 to 2026-09-09 analysis · Full analysis span regression · Available span rolling