+2,094.7%
NXPI vs ECHO
+535.0%
+1,559.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.9% | +4.9% | +3.5% |
| 7D | +1.7% | +3.6% | -1.9% | +0.7% |
| 30D | +19.7% | +7.5% | +12.2% | +17.2% |
| 3M | +14.5% | +16.2% | -1.6% | +9.6% |
| 6M | -11.2% | -20.9% | +9.6% | -6.7% |
| YTD | +25.8% | -6.0% | +31.8% | +24.3% |
| 1Y | +35.2% | +43.4% | -8.2% | +18.6% |
| 3Y | +52.3% | +924.0% | -871.8% | -50.2% |
| 5Y | +34.8% | +249.6% | -214.8% | -31.8% |
| 10Y | +214.4% | +151.3% | +63.1% | +75.0% |
| All | +2,094.7% | +535.0% | +1,559.7% | +536.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling