+15.0%
ECHO vs BROS
-33.2%
+48.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.2% |
| 7D | +2.3% | -6.1% | +8.3% | +3.5% |
| 30D | +4.4% | -12.4% | +16.8% | +6.9% |
| 3M | -20.3% | -27.9% | +7.6% | -16.2% |
| 6M | -15.3% | -16.8% | +1.5% | -14.4% |
| YTD | -15.5% | -29.0% | +13.5% | -11.7% |
| 1Y | +15.0% | -33.2% | +48.2% | +22.7% |
| All | +15.0% | -33.2% | +48.1% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling