+259.0%
ECHO vs ENTG
+19.9%
+239.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.6% |
| 7D | +8.6% | +8.9% | -0.4% | +6.4% |
| 30D | +3.8% | -7.2% | +11.0% | +5.3% |
| 3M | -19.9% | +6.4% | -26.3% | -22.8% |
| 6M | -12.1% | +25.7% | -37.7% | -19.6% |
| YTD | -14.1% | +67.9% | -81.9% | -27.6% |
| 1Y | +15.9% | +72.4% | -56.5% | -4.0% |
| 3Y | +417.8% | +48.4% | +369.4% | +330.7% |
| All | +259.0% | +19.9% | +239.1% | +210.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling