+1,641.3%
GOOGL vs ECHO
+252.6%
+1,388.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.3% |
| 7D | +3.9% | +5.7% | -1.8% | +2.9% |
| 30D | -14.9% | +13.8% | -28.7% | -17.0% |
| 3M | -14.6% | +9.1% | -23.6% | -16.1% |
| 6M | -26.4% | -24.9% | -1.5% | -23.8% |
| YTD | -5.3% | -8.0% | +2.7% | -5.9% |
| 1Y | +6.5% | +42.9% | -36.4% | -1.9% |
| 3Y | +126.0% | +926.7% | -800.6% | +16.0% |
| 5Y | +100.8% | +230.4% | -129.5% | +34.6% |
| 10Y | +673.8% | +145.9% | +527.9% | +435.8% |
| All | +1,641.3% | +252.6% | +1,388.8% | +775.6% |
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 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