+711.1%
AVGO vs ECHO
+252.6%
+458.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.9% |
| 7D | -0.8% | +5.3% | -6.1% | -1.3% |
| 30D | -13.7% | +2.4% | -16.2% | -14.0% |
| 3M | -6.9% | -21.8% | +14.9% | -4.9% |
| 6M | +5.8% | -16.9% | +22.7% | +7.0% |
| YTD | +5.7% | -16.0% | +21.7% | +6.5% |
| 1Y | +9.0% | +9.3% | -0.3% | +6.8% |
| 3Y | +340.5% | +406.2% | -65.7% | +244.2% |
| 5Y | +711.1% | +251.0% | +460.1% | +565.5% |
| All | +711.1% | +252.6% | +458.5% | +565.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling