+552.8%
ECHO vs NVDX
+774.9%
-222.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.2% |
| 7D | +2.3% | -8.6% | +10.9% | +3.5% |
| 30D | +4.4% | -1.4% | +5.8% | +4.3% |
| 3M | -20.3% | +10.6% | -30.9% | -21.9% |
| 6M | -15.3% | +20.2% | -35.5% | -18.2% |
| YTD | -15.5% | +11.8% | -27.3% | -18.2% |
| 1Y | +15.0% | +12.9% | +2.1% | +10.1% |
| All | +552.8% | +774.9% | -222.1% | +393.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling