+192.5%
ECHO vs NOC
+192.5%
0.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +3.7% | +0.8% | +2.9% | +3.5% |
| 30D | +0.7% | -9.7% | +10.4% | +3.5% |
| 3M | -27.3% | -5.6% | -21.7% | -26.4% |
| 6M | -17.0% | -28.6% | +11.6% | -9.2% |
| YTD | -14.3% | -7.9% | -6.4% | -12.4% |
| 1Y | +20.9% | -9.5% | +30.4% | +24.1% |
| 3Y | +423.0% | +28.4% | +394.6% | +370.1% |
| 5Y | +265.7% | +59.0% | +206.7% | +192.8% |
| All | +192.5% | +192.5% | 0.0% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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