+926.7%
ECHO vs NTAP
+148.4%
+778.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.6% |
| 7D | +5.7% | +7.2% | -1.5% | +3.5% |
| 30D | +13.8% | -18.4% | +32.2% | +19.9% |
| 3M | +9.1% | -11.3% | +20.4% | +12.2% |
| 6M | -24.9% | +53.8% | -78.7% | -35.1% |
| YTD | -8.0% | +72.0% | -80.0% | -24.3% |
| 1Y | +42.9% | +68.0% | -25.1% | +18.8% |
| 3Y | +926.7% | +149.5% | +777.2% | +647.6% |
| All | +926.7% | +148.4% | +778.3% | +647.6% |
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