+34.2%
ECHO vs ENTG
+63.3%
-29.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.2% | -1.7% |
| 7D | +4.6% | -10.3% | +14.9% | +7.3% |
| 30D | +0.4% | -14.4% | +14.8% | +3.7% |
| 3M | +7.7% | -1.1% | +8.8% | +7.6% |
| 6M | -18.0% | +3.0% | -21.0% | -21.0% |
| YTD | -9.3% | +70.1% | -79.4% | -26.9% |
| 1Y | +34.2% | +65.7% | -31.5% | +9.6% |
| All | +34.2% | +63.3% | -29.1% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 1y: compounded portfolio wealth divided by compounded ENTG 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…
1y analysis · Full analysis span regression · 6 months rolling