+31.9%
NXPI vs ECHO
+34.5%
-2.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.5% |
| 7D | +5.3% | +4.6% | +0.7% | +4.4% |
| 30D | +9.5% | +0.4% | +9.1% | +9.3% |
| 3M | +12.0% | +7.7% | +4.4% | +10.3% |
| 6M | -8.1% | -18.0% | +9.9% | -6.3% |
| YTD | +23.7% | -9.3% | +33.0% | +22.5% |
| 1Y | +31.9% | +34.2% | -2.3% | +23.7% |
| All | +31.9% | +34.5% | -2.6% | +23.7% |
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