+303.1%
ECHO vs BROS
+10.5%
+292.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.5% | -4.6% | +0.9% |
| 7D | +5.7% | +6.3% | -0.6% | +4.7% |
| 30D | +13.8% | -8.3% | +22.2% | +15.1% |
| 3M | +9.1% | -29.8% | +38.9% | +14.4% |
| 6M | -24.9% | -25.8% | +0.9% | -22.4% |
| YTD | -8.0% | -41.4% | +33.4% | -2.0% |
| 1Y | +42.9% | -35.2% | +78.1% | +49.8% |
| 3Y | +926.7% | +32.8% | +893.9% | +899.9% |
| 5Y | +230.4% | -42.2% | +272.5% | +221.6% |
| All | +303.1% | +10.5% | +292.6% | +304.2% |
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