+562.0%
ECHO vs NVDX
+772.1%
-210.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | +3.7% | -10.2% | +13.9% | +5.2% |
| 30D | +0.7% | -7.3% | +8.0% | +1.4% |
| 3M | -27.3% | +5.5% | -32.8% | -28.4% |
| 6M | -17.0% | +18.3% | -35.3% | -19.7% |
| YTD | -14.3% | +11.4% | -25.8% | -17.1% |
| 1Y | +20.9% | +12.7% | +8.2% | +15.8% |
| All | +562.0% | +772.1% | -210.1% | +400.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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