+240.0%
ECHO vs NDAQ
+631.3%
-391.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.6% |
| 7D | +3.4% | -2.4% | +5.9% | +4.2% |
| 30D | +2.4% | +2.5% | -0.1% | +1.5% |
| 3M | -28.0% | +9.9% | -37.9% | -30.5% |
| 6M | -21.2% | +9.4% | -30.7% | -24.1% |
| YTD | -17.4% | +0.4% | -17.8% | -18.4% |
| 1Y | +33.6% | +4.0% | +29.6% | +30.5% |
| 3Y | +419.7% | +94.4% | +325.3% | +319.3% |
| 5Y | +241.7% | +56.7% | +185.0% | +190.0% |
| 10Y | +180.8% | +375.3% | -194.5% | +67.9% |
| All | +240.0% | +631.3% | -391.3% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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