+417.8%
ECHO vs NVTS
+45.8%
+372.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.9% |
| 7D | +8.6% | +9.7% | -1.1% | +8.0% |
| 30D | +3.8% | -13.6% | +17.4% | +4.5% |
| 3M | -19.9% | -51.0% | +31.1% | -17.4% |
| 6M | -12.1% | +46.3% | -58.4% | -15.3% |
| YTD | -14.1% | +68.1% | -82.1% | -17.9% |
| 1Y | +15.9% | +113.9% | -98.0% | +8.9% |
| 3Y | +417.8% | +45.3% | +372.6% | +426.1% |
| All | +417.8% | +45.8% | +372.0% | +426.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling