+179.4%
INTC vs ECHO
+436.9%
-257.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +4.0% | +5.0% | +8.6% |
| 7D | +17.4% | +8.6% | +8.8% | +16.4% |
| 30D | +2.8% | +3.8% | -1.0% | +2.4% |
| 3M | -5.3% | -19.9% | +14.6% | -3.3% |
| 6M | +140.6% | -12.1% | +152.7% | +142.8% |
| YTD | +183.1% | -14.1% | +197.2% | +186.0% |
| 1Y | +326.8% | +15.9% | +310.9% | +318.6% |
| 3Y | +179.4% | +417.8% | -238.4% | +125.5% |
| All | +179.4% | +436.9% | -257.5% | +125.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling