+926.7%
ECHO vs NOC
+24.7%
+902.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +5.7% | +4.8% | +0.8% | +5.3% |
| 30D | +13.8% | +11.0% | +2.8% | +12.9% |
| 3M | +9.1% | -3.8% | +12.9% | +9.6% |
| 6M | -24.9% | +0.6% | -25.6% | -24.9% |
| YTD | -8.0% | -2.3% | -5.7% | -5.6% |
| 1Y | +42.9% | +0.3% | +42.6% | +47.1% |
| 3Y | +926.7% | +24.6% | +902.1% | +935.9% |
| All | +926.7% | +24.7% | +902.0% | +935.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling