+494.9%
ECHO vs NXT
+231.9%
+263.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | +3.6% | -5.7% | +9.4% | +4.7% |
| 30D | +7.5% | +18.5% | -11.1% | +4.1% |
| 3M | +16.2% | -4.1% | +20.3% | +16.2% |
| 6M | -20.9% | -20.3% | -0.5% | -19.1% |
| YTD | -6.0% | +15.5% | -21.5% | -9.6% |
| 1Y | +43.4% | -5.0% | +48.3% | +41.4% |
| 3Y | +924.0% | +191.6% | +732.4% | +689.5% |
| All | +494.9% | +231.9% | +263.0% | +349.3% |
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