+6.7%
TSLA vs ECHO
+288.7%
-282.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.5% | 0.0% |
| 7D | -4.7% | +2.2% | -6.9% | -4.9% |
| 30D | -0.8% | +9.8% | -10.6% | -2.1% |
| 3M | +14.8% | +16.8% | -2.1% | +12.2% |
| 6M | -11.3% | -18.1% | +6.7% | -9.4% |
| YTD | -15.6% | -4.2% | -11.4% | -16.0% |
| 1Y | -14.7% | +41.2% | -55.9% | -19.5% |
| 3Y | +76.9% | +943.7% | -866.8% | +8.3% |
| 5Y | +6.7% | +277.5% | -270.8% | -16.1% |
| All | +6.7% | +288.7% | -282.0% | -16.1% |
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