+11.4%
NEE vs ECHO
+34.5%
-23.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.3% | +8.1% | +4.9% |
| 7D | +9.2% | +4.6% | +4.6% | +9.1% |
| 30D | +16.0% | +0.4% | +15.5% | +16.1% |
| 3M | +2.2% | +7.7% | -5.5% | +2.1% |
| 6M | -6.0% | -18.0% | +12.0% | -6.0% |
| YTD | +12.6% | -9.3% | +21.9% | +12.0% |
| 1Y | +11.4% | +34.2% | -22.8% | +12.7% |
| All | +11.4% | +34.5% | -23.1% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling