+215.0%
NXPI vs ECHO
+139.8%
+75.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | 0.0% |
| 7D | +9.4% | +9.1% | +0.2% | +7.4% |
| 30D | +18.1% | +7.2% | +10.9% | +16.4% |
| 3M | +15.0% | +6.1% | +8.9% | +13.4% |
| 6M | -8.4% | -24.2% | +15.7% | -4.1% |
| YTD | +24.8% | -9.7% | +34.5% | +24.8% |
| 1Y | +33.3% | +40.9% | -7.6% | +21.6% |
| 3Y | +51.0% | +883.3% | -832.3% | -33.3% |
| 5Y | +34.5% | +224.2% | -189.7% | -12.5% |
| All | +215.0% | +139.8% | +75.2% | +114.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling