+140.3%
ECHO vs NOC
+159.4%
-19.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | +9.1% | +4.5% | +4.6% | +7.9% |
| 30D | +7.2% | +14.1% | -6.9% | +3.3% |
| 3M | +6.1% | -4.5% | +10.5% | +7.1% |
| 6M | -24.2% | -0.8% | -23.4% | -24.4% |
| YTD | -9.7% | -2.5% | -7.2% | -9.3% |
| 1Y | +40.9% | -0.1% | +41.0% | +40.6% |
| 3Y | +883.3% | +24.6% | +858.7% | +797.4% |
| 5Y | +224.2% | +65.6% | +158.6% | +157.8% |
| All | +140.3% | +159.4% | -19.1% | +64.9% |
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