+192.5%
ECHO vs NUE
+599.8%
-407.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.1% | +0.8% |
| 7D | +3.7% | -0.6% | +4.3% | +3.9% |
| 30D | +0.7% | -4.6% | +5.2% | +2.2% |
| 3M | -27.3% | -0.3% | -27.0% | -27.7% |
| 6M | -17.0% | +51.9% | -68.9% | -29.6% |
| YTD | -14.3% | +60.0% | -74.3% | -29.0% |
| 1Y | +20.9% | +82.9% | -62.0% | -5.1% |
| 3Y | +423.0% | +66.0% | +357.0% | +314.5% |
| 5Y | +265.7% | +149.0% | +116.7% | +133.6% |
| All | +192.5% | +599.8% | -407.4% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 10y: compounded portfolio wealth divided by compounded NUE 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…
10y analysis · Full analysis span regression · 6 months rolling