+15.9%
ECHO vs NIO
-37.4%
+53.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +8.6% | -6.7% | +15.2% | +9.3% |
| 30D | +3.8% | -20.0% | +23.8% | +6.0% |
| 3M | -19.9% | -30.5% | +10.6% | -17.1% |
| 6M | -12.1% | -20.7% | +8.6% | -8.6% |
| YTD | -14.1% | -25.7% | +11.6% | -10.0% |
| 1Y | +15.9% | -38.6% | +54.4% | +25.0% |
| All | +15.9% | -37.4% | +53.2% | +25.0% |
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