+564.0%
ECHO vs NVDX
+833.4%
-269.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.9% | +7.9% | +4.5% |
| 7D | +8.6% | +7.3% | +1.3% | +7.5% |
| 30D | +3.8% | -0.9% | +4.7% | +3.5% |
| 3M | -19.9% | +8.4% | -28.3% | -21.4% |
| 6M | -12.1% | +38.2% | -50.2% | -16.5% |
| YTD | -14.1% | +19.3% | -33.3% | -17.5% |
| 1Y | +15.9% | +33.3% | -17.4% | +8.6% |
| All | +564.0% | +833.4% | -269.4% | +397.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling