+33.6%
ECHO vs NTRA
+96.0%
-62.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +3.4% | +0.6% | +2.8% | +3.3% |
| 30D | +2.4% | +19.5% | -17.1% | -1.2% |
| 3M | -28.0% | +47.8% | -75.7% | -32.8% |
| 6M | -21.2% | +61.6% | -82.9% | -28.2% |
| YTD | -17.4% | +43.3% | -60.6% | -24.3% |
| 1Y | +33.6% | +97.0% | -63.4% | +18.7% |
| All | +33.6% | +96.0% | -62.4% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 1y: compounded portfolio wealth divided by compounded NTRA 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…
1y analysis · Full analysis span regression · 6 months rolling