+270.2%
ECHO vs BROS
+33.7%
+236.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.1% |
| 7D | +2.3% | -6.1% | +8.3% | +3.2% |
| 30D | +4.4% | -12.4% | +16.8% | +6.3% |
| 3M | -20.3% | -27.9% | +7.6% | -16.9% |
| 6M | -15.3% | -16.8% | +1.5% | -13.9% |
| YTD | -15.5% | -29.0% | +13.5% | -12.2% |
| 1Y | +15.0% | -33.2% | +48.2% | +20.0% |
| 3Y | +409.1% | +56.8% | +352.4% | +383.9% |
| All | +270.2% | +33.7% | +236.6% | +262.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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