+192.5%
ECHO vs BRO
+294.2%
-101.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +3.7% | -7.3% | +11.0% | +6.0% |
| 30D | +0.7% | -6.9% | +7.5% | +2.6% |
| 3M | -27.3% | +10.7% | -38.0% | -30.5% |
| 6M | -17.0% | -2.7% | -14.3% | -17.6% |
| YTD | -14.3% | -16.3% | +2.0% | -10.6% |
| 1Y | +20.9% | -29.1% | +50.0% | +34.4% |
| 3Y | +423.0% | -7.8% | +430.8% | +414.9% |
| 5Y | +265.7% | +18.7% | +246.9% | +211.7% |
| All | +192.5% | +294.2% | -101.8% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling