+401.4%
ECHO vs NVD
-99.1%
+500.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | +1.2% |
| 7D | +2.3% | +9.0% | -6.7% | +3.5% |
| 30D | +4.4% | -5.5% | +9.9% | +4.1% |
| 3M | -20.3% | -24.6% | +4.3% | -22.2% |
| 6M | -15.3% | -42.1% | +26.7% | -18.8% |
| YTD | -15.5% | -44.3% | +28.8% | -18.9% |
| 1Y | +15.0% | -54.2% | +69.2% | +8.8% |
| 3Y | +409.1% | -99.1% | +508.3% | +266.0% |
| All | +401.4% | -99.1% | +500.5% | +260.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling