+16,553.9%
NFLX vs ECHO
+246.0%
+16,307.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.1% | -2.3% |
| 7D | -4.4% | +9.1% | -13.5% | -5.7% |
| 30D | -11.0% | +7.2% | -18.2% | -12.3% |
| 3M | -15.5% | +6.1% | -21.6% | -16.8% |
| 6M | -28.5% | -24.2% | -4.3% | -26.4% |
| YTD | -33.1% | -9.7% | -23.4% | -33.6% |
| 1Y | -45.8% | +40.9% | -86.8% | -50.1% |
| 3Y | +40.2% | +883.3% | -843.1% | -25.3% |
| 5Y | -8.2% | +224.2% | -232.3% | -36.8% |
| 10Y | +446.2% | +141.3% | +304.9% | +285.1% |
| All | +16,553.9% | +246.0% | +16,307.9% | +8,454.2% |
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