+262.5%
ECHO vs NIO
-92.1%
+354.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.9% | -0.7% | +4.2% |
| 7D | -2.4% | +5.6% | -8.0% | -3.2% |
| 30D | -3.1% | -4.2% | +1.1% | -2.5% |
| 3M | +8.7% | -26.3% | +35.0% | +14.1% |
| 6M | -24.8% | -42.5% | +17.8% | -18.1% |
| YTD | -13.0% | -33.5% | +20.6% | -8.4% |
| 1Y | +33.9% | -52.7% | +86.6% | +49.0% |
| 3Y | +791.8% | -57.5% | +849.3% | +845.1% |
| All | +262.5% | -92.1% | +354.6% | +374.9% |
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