+667.4%
NFLX vs ECHO
+193.4%
+474.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -8.1% | +2.3% | -10.4% | -8.3% |
| 30D | +1.6% | +4.4% | -2.8% | +1.2% |
| 3M | -7.3% | -20.3% | +13.0% | -5.7% |
| 6M | -21.6% | -15.3% | -6.2% | -21.0% |
| YTD | -18.9% | -15.5% | -3.4% | -18.5% |
| 1Y | -39.1% | +15.0% | -54.1% | -40.6% |
| 3Y | +71.7% | +409.1% | -337.5% | +31.4% |
| 5Y | +27.0% | +260.6% | -233.7% | +2.3% |
| All | +667.4% | +193.4% | +474.0% | +613.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling