+417.8%
ECHO vs BROS
+64.7%
+353.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.4% |
| 7D | +8.6% | -0.9% | +9.5% | +8.7% |
| 30D | +3.8% | -13.5% | +17.2% | +7.2% |
| 3M | -19.9% | -18.4% | -1.5% | -17.0% |
| 6M | -12.1% | -10.6% | -1.5% | -11.6% |
| YTD | -14.1% | -25.1% | +11.0% | -9.8% |
| 1Y | +15.9% | -28.6% | +44.5% | +22.4% |
| 3Y | +417.8% | +65.6% | +352.3% | +312.5% |
| All | +417.8% | +64.7% | +353.2% | +312.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling