-29.9%
INTU vs ECHO
+621.2%
-651.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.2% | -9.0% | -4.0% |
| 7D | +0.1% | -2.4% | +2.5% | +0.2% |
| 30D | +15.4% | -3.1% | +18.6% | +15.5% |
| 3M | +6.6% | +8.7% | -2.1% | +6.0% |
| 6M | -11.3% | -24.8% | +13.4% | -10.1% |
| YTD | -47.7% | -13.0% | -34.8% | -47.5% |
| 1Y | -47.0% | +33.9% | -80.9% | -47.8% |
| 3Y | -29.9% | +791.8% | -821.7% | -39.3% |
| All | -29.9% | +621.2% | -651.1% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling