+102.7%
ECHO vs NVT
+699.2%
-596.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -1.1% |
| 7D | +3.4% | +5.1% | -1.7% | +1.3% |
| 30D | +2.4% | -3.7% | +6.1% | +3.7% |
| 3M | -28.0% | -10.1% | -17.8% | -25.6% |
| 6M | -21.2% | +37.5% | -58.7% | -33.0% |
| YTD | -17.4% | +53.7% | -71.1% | -33.6% |
| 1Y | +33.6% | +70.9% | -37.3% | +1.4% |
| 3Y | +419.7% | +180.4% | +239.3% | +191.9% |
| 5Y | +241.7% | +393.5% | -151.8% | +41.2% |
| All | +102.7% | +699.2% | -596.5% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling