+48.2%
TSLA vs ECHO
+436.9%
-388.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | -0.1% | +3.5% |
| 7D | +3.4% | +8.6% | -5.2% | +2.4% |
| 30D | +12.0% | +3.8% | +8.3% | +11.5% |
| 3M | -10.0% | -19.9% | +9.9% | -8.0% |
| 6M | -7.2% | -12.1% | +4.9% | -6.3% |
| YTD | -18.1% | -14.1% | -4.1% | -17.3% |
| 1Y | +6.3% | +15.9% | -9.6% | +3.8% |
| 3Y | +48.2% | +417.8% | -369.7% | +13.0% |
| All | +48.2% | +436.9% | -388.7% | +13.0% |
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