+179.1%
ECHO vs NWSA
+127.4%
+51.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.8% |
| 7D | +3.4% | -1.9% | +5.3% | +4.2% |
| 30D | +2.4% | +4.6% | -2.2% | +0.2% |
| 3M | -28.0% | +13.2% | -41.2% | -32.2% |
| 6M | -21.2% | +27.0% | -48.2% | -29.7% |
| YTD | -17.4% | +16.8% | -34.2% | -23.9% |
| 1Y | +33.6% | +4.5% | +29.1% | +28.8% |
| 3Y | +419.7% | +46.2% | +373.4% | +337.3% |
| 5Y | +241.7% | +40.9% | +200.8% | +184.4% |
| 10Y | +180.8% | +145.1% | +35.6% | +74.4% |
| All | +179.1% | +127.4% | +51.7% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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