+33.6%
ECHO vs BRO
-24.4%
+58.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | -0.5% |
| 7D | +3.4% | -2.6% | +6.0% | +2.6% |
| 30D | +2.4% | +0.9% | +1.5% | +2.7% |
| 3M | -28.0% | +24.8% | -52.7% | -23.0% |
| 6M | -21.2% | -0.1% | -21.2% | -18.9% |
| YTD | -17.4% | -9.7% | -7.7% | -15.6% |
| 1Y | +33.6% | -24.5% | +58.1% | +44.7% |
| All | +33.6% | -24.4% | +58.0% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling