+431.5%
ECHO vs NXT
+171.8%
+259.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.4% | -1.7% |
| 7D | +5.3% | -0.2% | +5.6% | +5.4% |
| 30D | +2.4% | -20.0% | +22.4% | +6.1% |
| 3M | -21.8% | -30.9% | +9.1% | -17.4% |
| 6M | -16.9% | -23.8% | +6.9% | -14.0% |
| YTD | -16.0% | -5.4% | -10.5% | -16.1% |
| 1Y | +9.3% | +28.0% | -18.8% | +3.5% |
| 3Y | +406.2% | +93.3% | +312.9% | +324.6% |
| All | +431.5% | +171.8% | +259.8% | +316.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 10y: compounded portfolio wealth divided by compounded NXT 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…
10y analysis · Full analysis span regression · 6 months rolling