+33.6%
ECHO vs ENTG
+76.2%
-42.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.1% | -1.2% |
| 7D | +3.4% | +2.8% | +0.6% | +2.8% |
| 30D | +2.4% | -4.7% | +7.0% | +3.1% |
| 3M | -28.0% | -0.7% | -27.2% | -29.6% |
| 6M | -21.2% | +7.7% | -29.0% | -25.2% |
| YTD | -17.4% | +65.1% | -82.5% | -28.5% |
| 1Y | +33.6% | +74.8% | -41.2% | +31.7% |
| All | +33.6% | +76.2% | -42.6% | +31.7% |
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