+520.0%
INTC vs ECHO
+216.6%
+303.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +7.1% | +3.4% | +3.7% | +6.3% |
| 30D | -5.2% | +2.4% | -7.6% | -5.6% |
| 3M | -14.3% | -28.0% | +13.7% | -8.5% |
| 6M | +110.2% | -21.2% | +131.4% | +119.0% |
| YTD | +159.6% | -17.4% | +177.0% | +166.7% |
| 1Y | +289.3% | +33.6% | +255.7% | +259.1% |
| 3Y | +166.1% | +419.7% | -253.6% | +48.1% |
| 5Y | +94.4% | +241.7% | -147.3% | +18.8% |
| 10Y | +227.7% | +180.8% | +46.9% | +102.7% |
| All | +520.0% | +216.6% | +303.4% | +189.3% |
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