+2,856.4%
AVGO vs ECHO
+187.5%
+2,668.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.8% |
| 7D | -0.8% | +5.3% | -6.1% | -1.6% |
| 30D | -13.7% | +2.4% | -16.2% | -14.1% |
| 3M | -6.9% | -21.8% | +14.9% | -3.8% |
| 6M | +5.8% | -16.9% | +22.7% | +7.7% |
| YTD | +5.7% | -16.0% | +21.7% | +6.9% |
| 1Y | +9.0% | +9.3% | -0.3% | +5.4% |
| 3Y | +340.5% | +406.2% | -65.7% | +178.9% |
| 5Y | +711.1% | +251.0% | +460.1% | +457.4% |
| 10Y | +2,856.4% | +191.3% | +2,665.1% | +2,225.6% |
| All | +2,856.4% | +187.5% | +2,668.9% | +2,225.6% |
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