+192.5%
ECHO vs NRG
+1,083.9%
-891.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.1% |
| 7D | +3.7% | -4.7% | +8.4% | +4.7% |
| 30D | +0.7% | -6.0% | +6.7% | +1.7% |
| 3M | -27.3% | -8.0% | -19.4% | -27.0% |
| 6M | -17.0% | -23.2% | +6.2% | -14.2% |
| YTD | -14.3% | -28.1% | +13.7% | -10.6% |
| 1Y | +20.9% | -27.3% | +48.2% | +25.3% |
| 3Y | +423.0% | +208.7% | +214.3% | +262.9% |
| 5Y | +265.7% | +197.7% | +68.0% | +151.0% |
| All | +192.5% | +1,083.9% | -891.5% | +66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling