+94.2%
ECHO vs NTR
+97.9%
-3.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +3.7% | -1.3% | +5.0% | +4.2% |
| 30D | +0.7% | +16.8% | -16.1% | -5.2% |
| 3M | -27.3% | +20.7% | -48.1% | -32.8% |
| 6M | -17.0% | +0.5% | -17.5% | -18.4% |
| YTD | -14.3% | +29.2% | -43.5% | -24.2% |
| 1Y | +20.9% | +39.6% | -18.7% | +2.8% |
| 3Y | +423.0% | +37.9% | +385.1% | +339.1% |
| 5Y | +265.7% | +47.1% | +218.6% | +169.9% |
| All | +94.2% | +97.9% | -3.7% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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