+192.5%
ECHO vs NVMI
+3,158.6%
-2,966.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.0% |
| 7D | +3.7% | -0.1% | +3.8% | +3.7% |
| 30D | +0.7% | -8.4% | +9.1% | +2.7% |
| 3M | -27.3% | -33.6% | +6.3% | -20.6% |
| 6M | -17.0% | -14.7% | -2.3% | -15.6% |
| YTD | -14.3% | +13.2% | -27.5% | -19.5% |
| 1Y | +20.9% | +29.0% | -8.1% | +9.2% |
| 3Y | +423.0% | +215.0% | +208.0% | +256.2% |
| 5Y | +265.7% | +268.6% | -2.9% | +129.5% |
| All | +192.5% | +3,158.6% | -2,966.2% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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