+254.8%
ECHO vs NTR
+46.2%
+208.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +1.2% |
| 7D | +2.3% | -2.5% | +4.8% | +3.0% |
| 30D | +4.4% | +17.0% | -12.6% | -0.1% |
| 3M | -20.3% | +22.2% | -42.5% | -24.9% |
| 6M | -15.3% | +5.2% | -20.5% | -17.4% |
| YTD | -15.5% | +29.7% | -45.2% | -22.9% |
| 1Y | +15.0% | +39.4% | -24.4% | +2.1% |
| 3Y | +409.1% | +38.2% | +371.0% | +346.2% |
| All | +254.8% | +46.2% | +208.5% | +193.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling