+140.3%
ECHO vs NTAP
+600.9%
-460.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -4.5% |
| 7D | +9.1% | +9.9% | -0.7% | +5.8% |
| 30D | +7.2% | -22.1% | +29.3% | +15.8% |
| 3M | +6.1% | -7.7% | +13.8% | +8.2% |
| 6M | -24.2% | +60.9% | -85.1% | -37.0% |
| YTD | -9.7% | +76.4% | -86.2% | -28.0% |
| 1Y | +40.9% | +69.3% | -28.4% | +14.1% |
| 3Y | +883.3% | +154.6% | +728.6% | +570.5% |
| 5Y | +224.2% | +131.4% | +92.7% | +124.9% |
| All | +140.3% | +600.9% | -460.6% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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