+1,883.8%
GOOG vs ECHO
+229.4%
+1,654.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -0.6% |
| 7D | +1.1% | +8.6% | -7.5% | -0.3% |
| 30D | -5.1% | +3.8% | -8.8% | -5.7% |
| 3M | -7.1% | -19.9% | +12.8% | -4.1% |
| 6M | +12.7% | -12.1% | +24.7% | +13.9% |
| YTD | +7.1% | -14.1% | +21.1% | +8.1% |
| 1Y | +43.6% | +15.9% | +27.7% | +37.3% |
| 3Y | +146.8% | +417.8% | -271.1% | +48.4% |
| 5Y | +133.7% | +259.3% | -125.6% | +50.8% |
| 10Y | +773.3% | +192.7% | +580.6% | +465.6% |
| All | +1,883.8% | +229.4% | +1,654.5% | +911.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ECHO 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling