+110.3%
ECHO vs NVT
+731.8%
-621.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.6% | -3.2% | -0.5% |
| 7D | +3.7% | +4.1% | -0.4% | +2.0% |
| 30D | +0.7% | -5.1% | +5.8% | +2.6% |
| 3M | -27.3% | -1.2% | -26.1% | -28.0% |
| 6M | -17.0% | +46.6% | -63.6% | -31.3% |
| YTD | -14.3% | +60.0% | -74.3% | -32.3% |
| 1Y | +20.9% | +70.8% | -49.9% | -7.9% |
| 3Y | +423.0% | +187.5% | +235.4% | +191.4% |
| 5Y | +265.7% | +426.1% | -160.5% | +46.8% |
| All | +110.3% | +731.8% | -621.5% | -37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling