+1,883.4%
GOOG vs ECHO
+216.6%
+1,666.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -2.1% | +3.4% | -5.6% | -2.7% |
| 30D | -6.8% | +2.4% | -9.2% | -7.2% |
| 3M | -9.1% | -28.0% | +18.9% | -4.6% |
| 6M | +10.7% | -21.2% | +32.0% | +14.0% |
| YTD | +7.1% | -17.4% | +24.5% | +8.8% |
| 1Y | +44.6% | +33.6% | +11.0% | +34.6% |
| 3Y | +147.4% | +419.7% | -272.2% | +47.8% |
| 5Y | +133.8% | +241.7% | -107.9% | +52.3% |
| 10Y | +777.5% | +180.8% | +596.8% | +472.4% |
| All | +1,883.4% | +216.6% | +1,666.8% | +918.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling