+423.0%
ECHO vs BRO
-7.6%
+430.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +3.7% | -7.3% | +11.0% | +4.2% |
| 30D | +0.7% | -6.9% | +7.5% | +1.1% |
| 3M | -27.3% | +10.7% | -38.0% | -28.7% |
| 6M | -17.0% | -2.7% | -14.3% | -16.5% |
| YTD | -14.3% | -16.3% | +2.0% | -10.4% |
| 1Y | +20.9% | -29.1% | +50.0% | +35.0% |
| 3Y | +423.0% | -7.8% | +430.8% | +390.0% |
| All | +423.0% | -7.6% | +430.6% | +390.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling