+262.0%
ECHO vs BROS
+43.3%
+218.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +3.4% | -6.7% | +10.1% | +4.4% |
| 30D | +2.4% | -29.1% | +31.4% | +7.2% |
| 3M | -28.0% | -16.7% | -11.3% | -26.5% |
| 6M | -21.2% | -11.6% | -9.6% | -20.6% |
| YTD | -17.4% | -23.9% | +6.5% | -15.0% |
| 1Y | +33.6% | -34.8% | +68.4% | +39.8% |
| 3Y | +419.7% | +62.1% | +357.6% | +390.2% |
| All | +262.0% | +43.3% | +218.6% | +250.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling