+20,687.5%
NFLX vs ECHO
+216.6%
+20,470.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.4% | -5.3% |
| 7D | -4.2% | +3.4% | -7.7% | -4.7% |
| 30D | +5.5% | +2.4% | +3.1% | +5.0% |
| 3M | -4.1% | -28.0% | +23.9% | +0.3% |
| 6M | -20.7% | -21.2% | +0.6% | -18.8% |
| YTD | -16.5% | -17.4% | +0.8% | -15.5% |
| 1Y | -37.8% | +33.6% | -71.4% | -42.1% |
| 3Y | +77.9% | +419.7% | -341.8% | +8.9% |
| 5Y | +32.5% | +241.7% | -209.2% | -11.1% |
| 10Y | +703.6% | +180.8% | +522.8% | +429.9% |
| All | +20,687.5% | +216.6% | +20,470.8% | +10,781.3% |
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