+245.8%
ECHO vs NRG
+255.9%
-10.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.3% | -1.4% |
| 7D | +5.3% | +3.9% | +1.5% | +4.4% |
| 30D | +2.4% | -3.0% | +5.4% | +3.0% |
| 3M | -21.8% | -10.9% | -10.9% | -20.7% |
| 6M | -16.9% | -25.3% | +8.4% | -12.9% |
| YTD | -16.0% | -26.8% | +10.9% | -11.9% |
| 1Y | +9.3% | -23.3% | +32.6% | +12.5% |
| 3Y | +406.2% | +208.6% | +197.6% | +243.3% |
| 5Y | +251.0% | +194.1% | +56.8% | +135.7% |
| 10Y | +191.3% | +1,123.6% | -932.3% | +26.4% |
| All | +245.8% | +255.9% | -10.1% | +66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling