+192.5%
ECHO vs ENTG
+797.5%
-605.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.9% |
| 7D | +3.7% | +1.2% | +2.5% | +3.4% |
| 30D | +0.7% | -12.9% | +13.5% | +4.0% |
| 3M | -27.3% | -3.1% | -24.3% | -28.4% |
| 6M | -17.0% | +21.0% | -38.0% | -23.8% |
| YTD | -14.3% | +67.0% | -81.3% | -28.6% |
| 1Y | +20.9% | +68.6% | -47.7% | -0.5% |
| 3Y | +423.0% | +48.6% | +374.3% | +327.9% |
| 5Y | +265.7% | +18.6% | +247.1% | +198.2% |
| All | +192.5% | +797.5% | -605.1% | +29.5% |
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