+245.4%
NEE vs ECHO
+193.4%
+52.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.3% |
| 7D | -1.9% | +2.3% | -4.2% | -2.1% |
| 30D | -3.1% | +4.4% | -7.5% | -3.4% |
| 3M | -2.4% | -20.3% | +17.9% | -1.4% |
| 6M | -8.6% | -15.3% | +6.7% | -8.2% |
| YTD | +4.9% | -15.5% | +20.4% | +5.2% |
| 1Y | +19.4% | +15.0% | +4.4% | +17.5% |
| 3Y | +34.9% | +409.1% | -374.3% | +10.8% |
| 5Y | +11.0% | +260.6% | -249.6% | -6.1% |
| All | +245.4% | +193.4% | +52.0% | +216.4% |
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