+251.0%
ECHO vs NOC
+55.2%
+195.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.2% |
| 7D | +5.3% | -1.6% | +6.9% | +5.6% |
| 30D | +2.4% | -10.4% | +12.8% | +4.0% |
| 3M | -21.8% | -5.6% | -16.2% | -21.2% |
| 6M | -16.9% | -30.4% | +13.5% | -13.1% |
| YTD | -16.0% | -8.5% | -7.5% | -14.4% |
| 1Y | +9.3% | -8.3% | +17.6% | +11.4% |
| 3Y | +406.2% | +28.2% | +378.0% | +385.8% |
| 5Y | +251.0% | +56.7% | +194.2% | +209.2% |
| All | +251.0% | +55.2% | +195.8% | +209.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling