+4.6%
TSLA vs ECHO
+40.1%
-35.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +1.5% | +3.4% | -1.9% | +1.0% |
| 30D | +10.1% | +2.4% | +7.8% | +9.7% |
| 3M | -15.4% | -28.0% | +12.6% | -12.3% |
| 6M | -12.8% | -21.2% | +8.5% | -10.6% |
| YTD | -21.3% | -17.4% | -3.9% | -18.8% |
| 1Y | +4.6% | +33.6% | -29.0% | +10.8% |
| All | +4.6% | +40.1% | -35.5% | +10.8% |
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 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