+926.7%
ECHO vs NVD
-98.4%
+1,025.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -2.0% | +2.5% |
| 7D | +5.7% | +28.6% | -22.9% | +9.7% |
| 30D | +13.8% | +73.6% | -59.8% | +24.5% |
| 3M | +9.1% | +70.1% | -61.0% | +19.9% |
| 6M | -24.9% | +53.6% | -78.5% | -17.4% |
| YTD | -8.0% | -7.0% | -1.0% | -3.7% |
| 1Y | +42.9% | -9.0% | +51.9% | +49.6% |
| 3Y | +926.7% | -98.3% | +1,025.0% | +677.5% |
| All | +926.7% | -98.4% | +1,025.1% | +677.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 3y: compounded portfolio wealth divided by compounded NVD 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…
3y analysis · Full analysis span regression · 6 months rolling