-52.0%
INTU vs ECHO
+14.6%
-66.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.2% | -4.4% |
| 7D | -7.5% | +8.6% | -16.1% | -8.0% |
| 30D | -1.9% | +3.8% | -5.7% | -2.2% |
| 3M | +4.9% | -19.9% | +24.7% | +7.5% |
| 6M | -33.2% | -12.1% | -21.2% | -31.6% |
| YTD | -51.4% | -14.1% | -37.3% | -49.7% |
| 1Y | -52.0% | +15.9% | -67.8% | -52.2% |
| All | -52.0% | +14.6% | -66.6% | -52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling