+164.9%
ASML vs ECHO
+423.0%
-258.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.1% | +3.4% | -2.3% | +0.8% |
| 30D | +2.2% | +2.4% | -0.2% | +2.0% |
| 3M | -2.3% | -28.0% | +25.7% | 0.0% |
| 6M | +23.0% | -21.2% | +44.2% | +24.8% |
| YTD | +61.1% | -17.4% | +78.4% | +62.6% |
| 1Y | +129.1% | +33.6% | +95.5% | +123.7% |
| All | +164.9% | +423.0% | -258.1% | +126.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling