+192.5%
ECHO vs BRKR
+155.3%
+37.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +3.7% | -8.7% | +12.4% | +5.8% |
| 30D | +0.7% | -9.9% | +10.5% | +2.9% |
| 3M | -27.3% | -3.1% | -24.2% | -28.2% |
| 6M | -17.0% | +45.5% | -62.5% | -26.6% |
| YTD | -14.3% | +13.7% | -28.0% | -19.8% |
| 1Y | +20.9% | +67.4% | -46.5% | +1.6% |
| 3Y | +423.0% | -13.2% | +436.2% | +404.0% |
| 5Y | +265.7% | -39.5% | +305.2% | +279.9% |
| All | +192.5% | +155.3% | +37.1% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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