+247.8%
ECHO vs BRO
+601.1%
-353.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +2.3% | -8.6% | +10.9% | +5.6% |
| 30D | +4.4% | -6.9% | +11.3% | +6.9% |
| 3M | -20.3% | +10.5% | -30.8% | -24.3% |
| 6M | -15.3% | -2.8% | -12.6% | -16.3% |
| YTD | -15.5% | -16.1% | +0.6% | -12.0% |
| 1Y | +15.0% | -27.6% | +42.6% | +26.8% |
| 3Y | +409.1% | -7.3% | +416.4% | +399.6% |
| 5Y | +260.6% | +19.0% | +241.6% | +208.3% |
| 10Y | +193.0% | +292.7% | -99.8% | +44.2% |
| All | +247.8% | +601.1% | -353.3% | +17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling