+755.6%
GOOGL vs ECHO
+197.5%
+558.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.6% |
| 7D | 0.0% | +3.7% | -3.7% | -0.4% |
| 30D | -1.4% | +0.7% | -2.1% | -1.5% |
| 3M | -5.3% | -27.3% | +22.0% | -2.2% |
| 6M | +9.8% | -17.0% | +26.8% | +11.4% |
| YTD | +8.4% | -14.3% | +22.7% | +9.2% |
| 1Y | +41.2% | +20.9% | +20.3% | +36.7% |
| 3Y | +149.6% | +423.0% | -273.4% | +77.9% |
| 5Y | +142.6% | +265.7% | -123.1% | +83.6% |
| All | +755.6% | +197.5% | +558.0% | +617.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling