+252.7%
ECHO vs NTRS
+292.4%
-39.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.0% |
| 7D | +3.7% | +1.4% | +2.3% | +3.1% |
| 30D | +0.7% | -0.7% | +1.3% | +0.9% |
| 3M | -27.3% | +11.3% | -38.6% | -30.6% |
| 6M | -17.0% | +35.5% | -52.5% | -27.1% |
| YTD | -14.3% | +40.6% | -54.9% | -26.0% |
| 1Y | +20.9% | +49.2% | -28.3% | +1.9% |
| 3Y | +423.0% | +167.2% | +255.7% | +250.6% |
| 5Y | +265.7% | +94.9% | +170.7% | +169.8% |
| 10Y | +197.1% | +259.5% | -62.4% | +72.1% |
| All | +252.7% | +292.4% | -39.8% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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