+243.2%
INTC vs ECHO
+193.4%
+49.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -5.7% |
| 7D | +9.4% | +2.3% | +7.1% | +9.0% |
| 30D | +2.7% | +4.4% | -1.7% | +2.0% |
| 3M | -6.3% | -20.3% | +14.0% | -3.1% |
| 6M | +114.5% | -15.3% | +129.8% | +118.9% |
| YTD | +171.9% | -15.5% | +187.4% | +176.8% |
| 1Y | +305.0% | +15.0% | +290.0% | +291.7% |
| 3Y | +168.3% | +409.1% | -240.8% | +74.9% |
| 5Y | +102.3% | +260.6% | -158.3% | +40.7% |
| All | +243.2% | +193.4% | +49.8% | +169.9% |
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