+116.0%
INTC vs ECHO
+252.6%
-136.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.9% | +2.0% |
| 7D | +18.0% | +5.3% | +12.6% | +17.2% |
| 30D | +8.9% | +2.4% | +6.5% | +8.7% |
| 3M | -1.6% | -21.8% | +20.2% | +1.1% |
| 6M | +133.1% | -16.9% | +150.0% | +137.1% |
| YTD | +187.9% | -16.0% | +203.9% | +192.1% |
| 1Y | +334.7% | +9.3% | +325.4% | +327.4% |
| 3Y | +184.2% | +406.2% | -222.0% | +118.4% |
| 5Y | +116.0% | +251.0% | -135.0% | +68.7% |
| All | +116.0% | +252.6% | -136.6% | +68.7% |
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 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