+26.7%
NFLX vs ECHO
+255.2%
-228.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -2.2% |
| 7D | -5.0% | +8.6% | -13.6% | -5.5% |
| 30D | +3.5% | +3.8% | -0.2% | +3.2% |
| 3M | -7.1% | -19.9% | +12.8% | -5.9% |
| 6M | -22.5% | -12.1% | -10.4% | -22.2% |
| YTD | -18.1% | -14.1% | -4.1% | -17.8% |
| 1Y | -38.3% | +15.9% | -54.2% | -39.5% |
| 3Y | +73.4% | +417.8% | -344.5% | +44.9% |
| 5Y | +26.7% | +259.3% | -232.6% | +15.3% |
| All | +26.7% | +255.2% | -228.5% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling