+235.2%
INTU vs ECHO
+139.8%
+95.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.3% |
| 7D | -4.1% | +9.1% | -13.3% | -5.1% |
| 30D | +12.8% | +7.2% | +5.7% | +11.6% |
| 3M | +2.1% | +6.1% | -4.0% | +1.0% |
| 6M | -11.5% | -24.2% | +12.7% | -9.2% |
| YTD | -47.9% | -9.7% | -38.2% | -48.0% |
| 1Y | -47.7% | +40.9% | -88.6% | -50.5% |
| 3Y | -34.0% | +883.3% | -917.2% | -59.7% |
| 5Y | -43.5% | +224.2% | -267.7% | -56.4% |
| All | +235.2% | +139.8% | +95.4% | +178.7% |
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 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