+128.6%
ECHO vs NTRA
+1,735.1%
-1,606.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.2% | -2.5% |
| 7D | +5.3% | +1.6% | +3.8% | +5.1% |
| 30D | +2.4% | +3.8% | -1.3% | +2.0% |
| 3M | -21.8% | +48.2% | -70.0% | -25.3% |
| 6M | -16.9% | +61.0% | -77.9% | -21.7% |
| YTD | -16.0% | +44.2% | -60.2% | -20.0% |
| 1Y | +9.3% | +87.3% | -78.0% | +1.1% |
| 3Y | +406.2% | +509.4% | -103.2% | +312.7% |
| 5Y | +251.0% | +175.1% | +75.8% | +196.1% |
| 10Y | +191.3% | +3,203.1% | -3,011.8% | +82.9% |
| All | +128.6% | +1,735.1% | -1,606.4% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling