+1,160.4%
INTU vs ECHO
+233.6%
+926.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.2% | -9.0% | -4.6% |
| 7D | +0.1% | -2.4% | +2.5% | +0.3% |
| 30D | +15.4% | -3.1% | +18.6% | +15.5% |
| 3M | +6.6% | +8.7% | -2.1% | +4.4% |
| 6M | -11.3% | -24.8% | +13.4% | -8.2% |
| YTD | -47.7% | -13.0% | -34.8% | -47.7% |
| 1Y | -47.0% | +33.9% | -80.9% | -50.9% |
| 3Y | -29.9% | +791.8% | -821.7% | -63.3% |
| 5Y | -42.2% | +261.7% | -303.9% | -63.0% |
| 10Y | +251.7% | +157.3% | +94.4% | +135.4% |
| All | +1,160.4% | +233.6% | +926.8% | +555.7% |
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 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