+240.0%
ECHO vs NSC
+927.0%
-687.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +3.4% | -5.5% | +8.9% | +5.8% |
| 30D | +2.4% | -3.2% | +5.6% | +3.6% |
| 3M | -28.0% | +7.7% | -35.6% | -30.4% |
| 6M | -21.2% | +4.5% | -25.8% | -23.4% |
| YTD | -17.4% | +15.6% | -33.0% | -23.2% |
| 1Y | +33.6% | +19.8% | +13.8% | +22.2% |
| 3Y | +419.7% | +70.1% | +349.6% | +303.5% |
| 5Y | +241.7% | +46.1% | +195.6% | +176.2% |
| 10Y | +180.8% | +328.1% | -147.3% | +41.0% |
| All | +240.0% | +927.0% | -687.0% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling