+259.8%
ECHO vs NTRA
+172.0%
+87.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.3% |
| 7D | +3.7% | +0.2% | +3.5% | +3.7% |
| 30D | +0.7% | +4.1% | -3.4% | +0.1% |
| 3M | -27.3% | +50.0% | -77.3% | -31.3% |
| 6M | -17.0% | +67.3% | -84.3% | -22.9% |
| YTD | -14.3% | +43.6% | -57.9% | -19.1% |
| 1Y | +20.9% | +89.2% | -68.3% | +10.1% |
| 3Y | +423.0% | +502.5% | -79.6% | +324.7% |
| All | +259.8% | +172.0% | +87.7% | +217.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling