+57.4%
INTC vs ECHO
+34.5%
+22.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.5% | -2.7% |
| 7D | -39.0% | +4.6% | -43.6% | -39.9% |
| 30D | -49.8% | +0.4% | -50.3% | -50.0% |
| 3M | -42.2% | +7.7% | -49.9% | -43.7% |
| 6M | -39.2% | -18.0% | -21.1% | -37.9% |
| YTD | +57.9% | -9.3% | +67.2% | +55.0% |
| 1Y | +57.4% | +34.2% | +23.1% | +34.7% |
| All | +57.4% | +34.5% | +22.9% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling