-45.8%
NFLX vs ECHO
+37.1%
-82.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.1% | -2.8% |
| 7D | -4.4% | +9.1% | -13.5% | -4.5% |
| 30D | -11.0% | +7.2% | -18.2% | -11.1% |
| 3M | -15.5% | +6.1% | -21.6% | -15.6% |
| 6M | -28.5% | -24.2% | -4.3% | -27.4% |
| YTD | -33.1% | -9.7% | -23.4% | -32.5% |
| 1Y | -45.8% | +40.9% | -86.8% | -44.6% |
| All | -45.8% | +37.1% | -82.9% | -44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling