+390.2%
ECHO vs NVD
-99.2%
+489.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | -0.2% |
| 7D | +3.4% | -11.1% | +14.5% | +1.8% |
| 30D | +2.4% | -13.3% | +15.6% | +1.0% |
| 3M | -28.0% | -19.8% | -8.1% | -29.0% |
| 6M | -21.2% | -48.8% | +27.5% | -25.6% |
| YTD | -17.4% | -49.7% | +32.3% | -21.8% |
| 1Y | +33.6% | -61.4% | +95.0% | +23.7% |
| 3Y | +419.7% | -99.1% | +518.8% | +274.5% |
| All | +390.2% | -99.2% | +489.4% | +247.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling