+926.7%
ECHO vs NIO
-60.1%
+986.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.9% | +6.8% | +3.0% |
| 7D | +5.7% | -14.5% | +20.1% | +9.2% |
| 30D | +13.8% | -15.0% | +28.8% | +17.7% |
| 3M | +9.1% | -35.6% | +44.6% | +19.4% |
| 6M | -24.9% | -55.7% | +30.7% | -11.6% |
| YTD | -8.0% | -43.1% | +35.1% | +1.5% |
| 1Y | +42.9% | -53.5% | +96.4% | +65.0% |
| 3Y | +926.7% | -59.8% | +986.5% | +1,057.2% |
| All | +926.7% | -60.1% | +986.8% | +1,057.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling