+1,022.8%
NBIS vs ECHO
+268.6%
+754.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.9% |
| 7D | -0.8% | +3.7% | -4.5% | -1.6% |
| 30D | -13.4% | +0.7% | -14.1% | -13.4% |
| 3M | +1.0% | -27.3% | +28.3% | +7.4% |
| 6M | +100.5% | -17.0% | +117.5% | +107.5% |
| YTD | +168.3% | -14.3% | +182.6% | +177.1% |
| 1Y | +151.8% | +20.9% | +130.9% | +147.8% |
| All | +1,022.8% | +268.6% | +754.2% | +843.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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