+164.2%
ECHO vs NIO
-46.0%
+210.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | +3.6% | -1.8% | +5.4% | +3.8% |
| 30D | +7.5% | -6.6% | +14.1% | +8.2% |
| 3M | +16.2% | -29.9% | +46.0% | +20.1% |
| 6M | -20.9% | -46.6% | +25.8% | -16.2% |
| YTD | -6.0% | -36.5% | +30.5% | -2.6% |
| 1Y | +43.4% | -51.1% | +94.5% | +52.2% |
| 3Y | +924.0% | -55.2% | +979.3% | +960.2% |
| 5Y | +249.6% | -92.3% | +342.0% | +288.7% |
| All | +164.2% | -46.0% | +210.2% | +145.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling