+216.0%
INTU vs ECHO
+194.2%
+21.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.2% | -4.6% |
| 7D | -7.5% | +8.6% | -16.1% | -8.4% |
| 30D | -1.9% | +3.8% | -5.7% | -2.4% |
| 3M | +4.9% | -19.9% | +24.7% | +7.0% |
| 6M | -33.2% | -12.1% | -21.2% | -32.7% |
| YTD | -51.4% | -14.1% | -37.3% | -51.0% |
| 1Y | -52.0% | +15.9% | -67.8% | -53.4% |
| 3Y | -40.7% | +417.8% | -458.5% | -58.7% |
| 5Y | -41.7% | +259.3% | -301.0% | -56.6% |
| All | +216.0% | +194.2% | +21.8% | +151.0% |
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