+241.6%
ECHO vs NIO
-90.7%
+332.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | +3.4% | -13.0% | +16.5% | +5.7% |
| 30D | +2.4% | -18.3% | +20.6% | +5.7% |
| 3M | -28.0% | -33.2% | +5.3% | -23.2% |
| 6M | -21.2% | -21.5% | +0.2% | -18.9% |
| YTD | -17.4% | -25.5% | +8.1% | -14.6% |
| 1Y | +33.6% | -38.0% | +71.6% | +41.5% |
| 3Y | +419.7% | -65.5% | +485.1% | +458.9% |
| All | +241.6% | -90.7% | +332.3% | +320.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling