+1,534.9%
ASML vs ECHO
+163.9%
+1,371.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.9% |
| 7D | -2.9% | +2.2% | -5.0% | -3.1% |
| 30D | -15.2% | +9.8% | -25.0% | -16.4% |
| 3M | -12.9% | +16.8% | -29.7% | -15.1% |
| 6M | -5.0% | -18.1% | +13.0% | -2.5% |
| YTD | +41.8% | -4.2% | +46.0% | +41.0% |
| 1Y | +46.0% | +41.2% | +4.8% | +36.2% |
| 3Y | +133.5% | +943.7% | -810.2% | +20.1% |
| 5Y | +93.0% | +277.5% | -184.5% | +32.0% |
| 10Y | +1,534.9% | +159.8% | +1,375.1% | +1,202.1% |
| All | +1,534.9% | +163.9% | +1,371.0% | +1,202.1% |
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