+2,660.6%
AVGO vs ECHO
+144.4%
+2,516.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.9% | -6.7% | -5.1% |
| 7D | +18.2% | +5.7% | +12.5% | +17.1% |
| 30D | +0.2% | +13.8% | -13.6% | -1.8% |
| 3M | -16.8% | +9.1% | -25.9% | -18.0% |
| 6M | -16.5% | -24.9% | +8.5% | -13.3% |
| YTD | +0.8% | -8.0% | +8.8% | +0.5% |
| 1Y | +2.8% | +42.9% | -40.1% | -4.5% |
| 3Y | +278.5% | +926.7% | -648.1% | +100.2% |
| 5Y | +573.1% | +230.4% | +342.7% | +385.3% |
| All | +2,660.6% | +144.4% | +2,516.3% | +2,103.5% |
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