+132.5%
GOOGL vs ECHO
+252.6%
-120.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | 0.0% | -2.1% |
| 7D | -1.9% | +5.3% | -7.2% | -2.2% |
| 30D | -7.5% | +2.4% | -9.9% | -7.6% |
| 3M | -9.2% | -21.8% | +12.6% | -7.8% |
| 6M | +8.1% | -16.9% | +25.0% | +9.1% |
| YTD | +5.8% | -16.0% | +21.8% | +6.6% |
| 1Y | +38.3% | +9.3% | +29.1% | +36.8% |
| 3Y | +144.8% | +406.2% | -261.5% | +104.0% |
| 5Y | +132.5% | +251.0% | -118.4% | +106.8% |
| All | +132.5% | +252.6% | -120.0% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling