+1,122.2%
INTU vs ECHO
+216.6%
+905.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -7.1% | +3.4% | -10.5% | -7.6% |
| 30D | +1.5% | +2.4% | -0.9% | +1.0% |
| 3M | +10.7% | -28.0% | +38.6% | +15.9% |
| 6M | -23.8% | -21.2% | -2.6% | -21.8% |
| YTD | -49.3% | -17.4% | -31.9% | -48.5% |
| 1Y | -49.7% | +33.6% | -83.2% | -53.3% |
| 3Y | -38.0% | +419.7% | -457.7% | -63.3% |
| 5Y | -38.7% | +241.7% | -280.4% | -60.3% |
| 10Y | +221.3% | +180.8% | +40.6% | +108.5% |
| All | +1,122.2% | +216.6% | +905.6% | +544.9% |
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