+1,557.1%
ASML vs ECHO
+144.4%
+1,412.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.5% |
| 7D | +4.9% | +5.7% | -0.7% | +4.0% |
| 30D | -9.3% | +13.8% | -23.1% | -11.1% |
| 3M | -19.0% | +9.1% | -28.1% | -20.1% |
| 6M | -5.2% | -24.9% | +19.7% | -1.3% |
| YTD | +40.6% | -8.0% | +48.6% | +40.7% |
| 1Y | +47.5% | +42.9% | +4.6% | +37.4% |
| 3Y | +133.9% | +926.7% | -792.8% | +20.1% |
| 5Y | +83.8% | +230.4% | -146.6% | +31.1% |
| All | +1,557.1% | +144.4% | +1,412.7% | +1,225.5% |
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