+417.8%
ECHO vs NTAP
+153.4%
+264.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.9% | +2.1% | +3.5% |
| 7D | +8.6% | +3.3% | +5.3% | +7.6% |
| 30D | +3.8% | -0.2% | +4.0% | +3.7% |
| 3M | -19.9% | +11.4% | -31.3% | -22.6% |
| 6M | -12.1% | +88.7% | -100.7% | -30.2% |
| YTD | -14.1% | +78.9% | -93.0% | -30.7% |
| 1Y | +15.9% | +58.8% | -43.0% | -2.1% |
| 3Y | +417.8% | +153.5% | +264.3% | +258.4% |
| All | +417.8% | +153.4% | +264.4% | +258.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling