+34.2%
ECHO vs NVTS
-9.1%
+43.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +9.0% | -12.3% | -4.4% |
| 7D | +4.6% | -0.3% | +4.9% | +4.4% |
| 30D | +0.4% | -24.4% | +24.8% | +3.4% |
| 3M | +7.7% | -26.5% | +34.1% | +10.9% |
| 6M | -18.0% | -41.4% | +23.3% | -16.2% |
| YTD | -9.3% | +30.7% | -39.9% | -18.7% |
| 1Y | +34.2% | -10.8% | +45.0% | +23.1% |
| All | +34.2% | -9.1% | +43.3% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling