+943.7%
ECHO vs NXT
+195.6%
+748.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.8% | +7.8% | +3.7% |
| 7D | +2.2% | +4.0% | -1.8% | +1.5% |
| 30D | +9.8% | +15.9% | -6.1% | +7.0% |
| 3M | +16.8% | -3.0% | +19.8% | +16.7% |
| 6M | -18.1% | -20.7% | +2.6% | -16.4% |
| YTD | -4.2% | +14.6% | -18.8% | -6.9% |
| 1Y | +41.2% | -7.1% | +48.3% | +40.3% |
| 3Y | +943.7% | +189.4% | +754.3% | +768.4% |
| All | +943.7% | +195.6% | +748.1% | +768.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling