+251.0%
ECHO vs NSC
+44.1%
+206.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.8% |
| 7D | +5.3% | -2.0% | +7.4% | +6.1% |
| 30D | +2.4% | -3.2% | +5.6% | +3.5% |
| 3M | -21.8% | +3.9% | -25.7% | -23.1% |
| 6M | -16.9% | +7.8% | -24.7% | -19.8% |
| YTD | -16.0% | +13.4% | -29.4% | -20.6% |
| 1Y | +9.3% | +20.3% | -11.0% | +0.8% |
| 3Y | +406.2% | +76.1% | +330.1% | +299.8% |
| 5Y | +251.0% | +45.0% | +206.0% | +185.1% |
| All | +251.0% | +44.1% | +206.9% | +185.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling