+10.1%
NEE vs ECHO
+252.6%
-242.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.3% |
| 7D | -0.5% | +5.3% | -5.9% | -0.7% |
| 30D | -1.7% | +2.4% | -4.1% | -1.8% |
| 3M | -1.8% | -21.8% | +20.0% | -1.2% |
| 6M | -8.8% | -16.9% | +8.1% | -8.6% |
| YTD | +5.2% | -16.0% | +21.2% | +5.4% |
| 1Y | +21.3% | +9.3% | +12.1% | +20.4% |
| 3Y | +35.2% | +406.2% | -371.0% | +19.0% |
| 5Y | +10.1% | +251.0% | -240.8% | -2.1% |
| All | +10.1% | +252.6% | -242.5% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling