+188.4%
ECHO vs NSC
+336.2%
-147.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.3% | -1.4% | +3.7% | +2.9% |
| 30D | +4.4% | -3.4% | +7.8% | +5.8% |
| 3M | -20.3% | +5.1% | -25.4% | -22.3% |
| 6M | -15.3% | +9.2% | -24.6% | -19.3% |
| YTD | -15.5% | +13.4% | -28.9% | -21.1% |
| 1Y | +15.0% | +20.8% | -5.8% | +4.3% |
| 3Y | +409.1% | +76.1% | +333.1% | +282.6% |
| 5Y | +260.6% | +45.3% | +215.3% | +186.4% |
| All | +188.4% | +336.2% | -147.8% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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