+296.7%
ECHO vs NVTS
-36.0%
+332.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.3% | +2.4% |
| 7D | +5.7% | +3.9% | +1.7% | +5.3% |
| 30D | +13.8% | -4.3% | +18.1% | +14.0% |
| 3M | +9.1% | -34.5% | +43.6% | +11.8% |
| 6M | -24.9% | -57.7% | +32.8% | -21.8% |
| YTD | -8.0% | +25.4% | -33.4% | -11.9% |
| 1Y | +42.9% | +13.1% | +29.8% | +37.5% |
| 3Y | +926.7% | +48.9% | +877.8% | +804.7% |
| 5Y | +230.4% | -51.8% | +282.1% | +207.3% |
| All | +296.7% | -36.0% | +332.6% | +220.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling