+19.4%
NEE vs ECHO
+10.0%
+9.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.3% |
| 7D | -1.9% | +2.3% | -4.2% | -2.0% |
| 30D | -3.1% | +4.4% | -7.5% | -3.2% |
| 3M | -2.4% | -20.3% | +17.9% | -2.1% |
| 6M | -8.6% | -15.3% | +6.7% | -8.7% |
| YTD | +4.9% | -15.5% | +20.4% | +4.5% |
| 1Y | +19.4% | +15.0% | +4.4% | +19.7% |
| All | +19.4% | +10.0% | +9.4% | +19.7% |
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