+268.1%
ECHO vs BROS
+38.3%
+229.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.0% |
| 7D | +5.3% | -6.6% | +11.9% | +6.4% |
| 30D | +2.4% | -12.3% | +14.8% | +4.3% |
| 3M | -21.8% | -22.2% | +0.4% | -19.4% |
| 6M | -16.9% | -14.3% | -2.6% | -15.9% |
| YTD | -16.0% | -26.6% | +10.6% | -13.2% |
| 1Y | +9.3% | -31.5% | +40.8% | +13.7% |
| 3Y | +406.2% | +62.3% | +344.0% | +378.8% |
| All | +268.1% | +38.3% | +229.7% | +258.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling