+1,395.4%
ASML vs ECHO
+155.0%
+1,240.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.1% | -0.7% | -4.1% |
| 7D | -9.0% | -2.4% | -6.6% | -8.6% |
| 30D | -21.0% | -3.1% | -17.8% | -20.5% |
| 3M | -16.3% | +8.7% | -25.0% | -17.5% |
| 6M | -7.5% | -24.8% | +17.2% | -3.8% |
| YTD | +34.0% | -13.0% | +46.9% | +35.2% |
| 1Y | +39.3% | +33.9% | +5.4% | +31.0% |
| 3Y | +128.9% | +791.8% | -662.9% | +22.1% |
| 5Y | +76.1% | +261.7% | -185.6% | +19.9% |
| All | +1,395.4% | +155.0% | +1,240.4% | +1,160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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