+34.2%
ECHO vs NRG
-50.8%
+85.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -13.5% | +10.3% | -1.9% |
| 7D | +4.6% | -13.7% | +18.3% | +6.1% |
| 30D | +0.4% | -13.6% | +14.0% | +2.0% |
| 3M | +7.7% | -28.5% | +36.2% | +10.4% |
| 6M | -18.0% | -45.8% | +27.7% | -14.8% |
| YTD | -9.3% | -46.9% | +37.7% | -5.9% |
| 1Y | +34.2% | -49.7% | +83.9% | +39.0% |
| All | +34.2% | -50.8% | +85.0% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling