+192.5%
ECHO vs NI
+143.3%
+49.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | +0.7% | -1.4% | +2.1% | +1.2% |
| 3M | -27.3% | -10.6% | -16.7% | -24.4% |
| 6M | -17.0% | -9.3% | -7.7% | -14.3% |
| YTD | -14.3% | +1.1% | -15.5% | -15.3% |
| 1Y | +20.9% | +3.4% | +17.5% | +18.4% |
| 3Y | +423.0% | +67.9% | +355.1% | +327.8% |
| 5Y | +265.7% | +98.0% | +167.7% | +181.8% |
| All | +192.5% | +143.3% | +49.2% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling