+140.3%
ECHO vs ENTG
+790.9%
-650.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | +9.1% | +22.8% | -13.7% | +3.2% |
| 30D | +7.2% | -4.9% | +12.0% | +8.1% |
| 3M | +6.1% | -4.8% | +10.9% | +6.5% |
| 6M | -24.2% | +5.6% | -29.7% | -27.7% |
| YTD | -9.7% | +82.4% | -92.1% | -26.8% |
| 1Y | +40.9% | +82.9% | -41.9% | +13.9% |
| 3Y | +883.3% | +62.1% | +821.1% | +683.0% |
| 5Y | +224.2% | +4.3% | +219.9% | +174.6% |
| All | +140.3% | +790.9% | -650.6% | +8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling