+247.8%
ECHO vs NYT
+355.2%
-107.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +2.3% | -0.7% | +3.0% | +2.5% |
| 30D | +4.4% | +4.5% | -0.1% | +3.2% |
| 3M | -20.3% | -8.5% | -11.8% | -18.8% |
| 6M | -15.3% | -15.1% | -0.3% | -12.4% |
| YTD | -15.5% | -3.3% | -12.2% | -15.5% |
| 1Y | +15.0% | +17.0% | -2.0% | +9.5% |
| 3Y | +409.1% | +55.7% | +353.5% | +347.9% |
| 5Y | +260.6% | +38.9% | +221.8% | +218.0% |
| 10Y | +193.0% | +485.3% | -292.3% | +74.3% |
| All | +247.8% | +355.2% | -107.4% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling