+16.3%
NXPI vs ECHO
+436.9%
-420.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.8% | -2.1% |
| 7D | +0.7% | +8.6% | -7.9% | -0.2% |
| 30D | -6.6% | +3.8% | -10.4% | -7.0% |
| 3M | -25.4% | -19.9% | -5.5% | -24.0% |
| 6M | +11.9% | -12.1% | +24.0% | +12.7% |
| YTD | +4.0% | -14.1% | +18.1% | +4.8% |
| 1Y | +1.0% | +15.9% | -14.8% | -1.1% |
| 3Y | +16.3% | +417.8% | -401.5% | -8.6% |
| All | +16.3% | +436.9% | -420.6% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling