+240.0%
ECHO vs NOC
+981.3%
-741.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.0% |
| 7D | +3.4% | -5.2% | +8.6% | +5.5% |
| 30D | +2.4% | -7.2% | +9.6% | +5.1% |
| 3M | -28.0% | -5.1% | -22.8% | -26.8% |
| 6M | -21.2% | -31.1% | +9.8% | -9.8% |
| YTD | -17.4% | -8.6% | -8.8% | -15.0% |
| 1Y | +33.6% | -9.7% | +43.3% | +38.0% |
| 3Y | +419.7% | +24.3% | +395.4% | +354.5% |
| 5Y | +241.7% | +52.6% | +189.1% | +162.4% |
| 10Y | +180.8% | +183.6% | -2.8% | +51.5% |
| All | +240.0% | +981.3% | -741.2% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling