+253.7%
ECHO vs NVMI
+15,045.0%
-14,791.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.8% |
| 7D | +8.6% | +11.7% | -3.1% | +6.9% |
| 30D | +3.8% | -4.0% | +7.8% | +4.3% |
| 3M | -19.9% | -25.8% | +5.9% | -17.0% |
| 6M | -12.1% | -8.3% | -3.7% | -11.9% |
| YTD | -14.1% | +14.8% | -28.9% | -16.8% |
| 1Y | +15.9% | +37.9% | -22.0% | +9.2% |
| 3Y | +417.8% | +216.3% | +201.6% | +329.1% |
| 5Y | +259.3% | +277.2% | -17.9% | +187.0% |
| 10Y | +192.7% | +3,074.3% | -2,881.6% | +84.8% |
| All | +253.7% | +15,045.0% | -14,791.3% | +85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling