+412.7%
ECHO vs NOC
+28.0%
+384.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.2% |
| 7D | +5.3% | -1.6% | +6.9% | +5.5% |
| 30D | +2.4% | -10.4% | +12.8% | +3.6% |
| 3M | -21.8% | -5.6% | -16.2% | -21.4% |
| 6M | -16.9% | -30.4% | +13.5% | -15.0% |
| YTD | -16.0% | -8.5% | -7.5% | -13.7% |
| 1Y | +9.3% | -8.3% | +17.6% | +12.5% |
| All | +412.7% | +28.0% | +384.7% | +396.2% |
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