+17.7%
NXPI vs ECHO
+255.2%
-237.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.8% | -2.3% |
| 7D | +0.7% | +8.6% | -7.9% | -0.4% |
| 30D | -6.6% | +3.8% | -10.4% | -7.1% |
| 3M | -25.4% | -19.9% | -5.5% | -23.5% |
| 6M | +11.9% | -12.1% | +24.0% | +12.9% |
| YTD | +4.0% | -14.1% | +18.1% | +5.0% |
| 1Y | +1.0% | +15.9% | -14.8% | -2.0% |
| 3Y | +16.3% | +417.8% | -401.5% | -17.1% |
| 5Y | +17.7% | +259.3% | -241.6% | -13.8% |
| All | +17.7% | +255.2% | -237.5% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling