+286.1%
INTC vs ECHO
+252.6%
+33.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.9% |
| 7D | +6.0% | +5.7% | +0.3% | +4.7% |
| 30D | -39.2% | +13.8% | -53.0% | -40.8% |
| 3M | -42.9% | +9.1% | -52.0% | -43.9% |
| 6M | -50.4% | -24.9% | -25.5% | -47.6% |
| YTD | +61.7% | -8.0% | +69.7% | +62.4% |
| 1Y | +66.1% | +42.9% | +23.2% | +52.1% |
| 3Y | +58.1% | +926.7% | -868.5% | -25.3% |
| 5Y | +27.9% | +230.4% | -202.5% | -19.5% |
| 10Y | +111.1% | +145.9% | -34.7% | +38.9% |
| All | +286.1% | +252.6% | +33.6% | +76.2% |
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