+1,148.3%
INTU vs ECHO
+256.8%
+891.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.9% | -7.9% | -2.0% |
| 7D | -3.9% | +3.0% | -7.0% | -4.6% |
| 30D | +11.7% | +6.7% | +5.0% | +10.1% |
| 3M | +4.5% | +12.4% | -7.9% | +1.8% |
| 6M | -13.9% | -20.4% | +6.5% | -11.6% |
| YTD | -48.2% | -6.9% | -41.3% | -48.7% |
| 1Y | -47.1% | +37.7% | -84.8% | -51.2% |
| 3Y | -32.5% | +902.9% | -935.4% | -65.5% |
| 5Y | -42.6% | +275.3% | -317.9% | -63.3% |
| 10Y | +235.3% | +159.0% | +76.3% | +126.3% |
| All | +1,148.3% | +256.8% | +891.6% | +542.3% |
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 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