+50.8%
BKR vs ECHO
+223.8%
-173.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.2% | -6.8% |
| 7D | -6.7% | +2.3% | -9.0% | -7.2% |
| 30D | -8.3% | +4.4% | -12.7% | -9.5% |
| 3M | -5.4% | -20.3% | +14.9% | -0.8% |
| 6M | +0.8% | -15.3% | +16.2% | +2.8% |
| YTD | +31.8% | -15.5% | +47.3% | +33.1% |
| 1Y | +28.6% | +15.0% | +13.6% | +18.3% |
| 3Y | +71.2% | +409.1% | -337.9% | -28.3% |
| 5Y | +179.2% | +260.6% | -81.4% | +28.3% |
| 10Y | +124.0% | +193.0% | -69.0% | +8.8% |
| All | +50.8% | +223.8% | -173.0% | -52.8% |
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