+144.9%
ECHO vs NSC
+296.2%
-151.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.6% |
| 7D | +5.7% | +2.5% | +3.2% | +4.6% |
| 30D | +13.8% | +1.7% | +12.1% | +12.8% |
| 3M | +9.1% | -2.6% | +11.6% | +9.9% |
| 6M | -24.9% | +6.4% | -31.4% | -27.7% |
| YTD | -8.0% | +15.5% | -23.5% | -14.9% |
| 1Y | +42.9% | +17.6% | +25.3% | +31.1% |
| 3Y | +926.7% | +75.0% | +851.7% | +673.3% |
| 5Y | +230.4% | +32.2% | +198.2% | +175.5% |
| All | +144.9% | +296.2% | -151.4% | +33.6% |
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