+2.9%
NXPI vs ECHO
+40.1%
-37.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.9% | +3.4% | -1.5% | +1.3% |
| 30D | -1.4% | +2.4% | -3.8% | -1.9% |
| 3M | -29.1% | -28.0% | -1.1% | -26.3% |
| 6M | +6.2% | -21.2% | +27.5% | +8.4% |
| YTD | +5.9% | -17.4% | +23.3% | +7.1% |
| 1Y | +2.9% | +33.6% | -30.7% | -0.1% |
| All | +2.9% | +40.1% | -37.3% | -0.1% |
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