+423.0%
ECHO vs NYT
+56.2%
+366.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | +3.7% | -0.6% | +4.3% | +3.9% |
| 30D | +0.7% | +4.6% | -3.9% | -0.8% |
| 3M | -27.3% | -9.6% | -17.7% | -25.2% |
| 6M | -17.0% | -14.0% | -3.0% | -13.4% |
| YTD | -14.3% | -2.8% | -11.5% | -14.8% |
| 1Y | +20.9% | +15.6% | +5.3% | +12.1% |
| 3Y | +423.0% | +56.3% | +366.7% | +256.9% |
| All | +423.0% | +56.2% | +366.8% | +256.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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