+240.0%
ECHO vs ENTG
+1,587.5%
-1,347.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.1% | -1.4% |
| 7D | +3.4% | +2.8% | +0.6% | +2.7% |
| 30D | +2.4% | -4.7% | +7.0% | +3.2% |
| 3M | -28.0% | -0.7% | -27.2% | -29.2% |
| 6M | -21.2% | +7.7% | -29.0% | -24.9% |
| YTD | -17.4% | +65.1% | -82.5% | -29.2% |
| 1Y | +33.6% | +74.8% | -41.2% | +11.8% |
| 3Y | +419.7% | +36.9% | +382.8% | +346.2% |
| 5Y | +241.7% | +16.1% | +225.6% | +188.4% |
| 10Y | +180.8% | +740.3% | -559.6% | +44.7% |
| All | +240.0% | +1,587.5% | -1,347.5% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling