+110.9%
ECHO vs NVT
+732.7%
-621.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.2% | -0.2% | +2.3% |
| 7D | +8.6% | +10.4% | -1.8% | +4.3% |
| 30D | +3.8% | -1.3% | +5.0% | +4.0% |
| 3M | -19.9% | -0.6% | -19.3% | -20.7% |
| 6M | -12.1% | +53.8% | -65.8% | -28.7% |
| YTD | -14.1% | +60.2% | -74.2% | -32.0% |
| 1Y | +15.9% | +76.8% | -60.9% | -13.2% |
| 3Y | +417.8% | +191.2% | +226.6% | +186.9% |
| 5Y | +259.3% | +430.9% | -171.6% | +43.7% |
| All | +110.9% | +732.7% | -621.8% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NVT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling