+33.6%
ECHO vs NIO
-37.4%
+71.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +3.4% | -13.0% | +16.5% | +5.2% |
| 30D | +2.4% | -18.3% | +20.6% | +4.9% |
| 3M | -28.0% | -33.2% | +5.3% | -24.4% |
| 6M | -21.2% | -21.5% | +0.2% | -18.1% |
| YTD | -17.4% | -25.5% | +8.1% | -13.2% |
| 1Y | +33.6% | -38.0% | +71.6% | +46.6% |
| All | +33.6% | -37.4% | +71.0% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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