+33.6%
ECHO vs NVTS
+109.2%
-75.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | -0.6% |
| 7D | +3.4% | +2.7% | +0.7% | +3.1% |
| 30D | +2.4% | -4.5% | +6.8% | +2.7% |
| 3M | -28.0% | -61.5% | +33.6% | -22.7% |
| 6M | -21.2% | +28.0% | -49.2% | -26.9% |
| YTD | -17.4% | +65.3% | -82.7% | -24.8% |
| 1Y | +33.6% | +113.0% | -79.4% | +23.3% |
| All | +33.6% | +109.2% | -75.6% | +23.3% |
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