+287.0%
ECHO vs NTAP
+898.7%
-611.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -5.9% | -3.2% |
| 7D | +3.6% | -2.4% | +6.1% | +4.5% |
| 30D | +7.5% | -23.4% | +30.9% | +16.6% |
| 3M | +16.2% | -7.5% | +23.7% | +18.4% |
| 6M | -20.9% | +56.4% | -77.2% | -33.2% |
| YTD | -6.0% | +73.6% | -79.6% | -23.9% |
| 1Y | +43.4% | +68.4% | -25.0% | +17.2% |
| 3Y | +924.0% | +150.6% | +773.5% | +617.4% |
| 5Y | +249.6% | +122.5% | +127.2% | +151.4% |
| 10Y | +151.3% | +589.7% | -438.4% | +17.6% |
| All | +287.0% | +898.7% | -611.7% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling