+792.9%
NEE vs ECHO
+252.6%
+540.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -2.1% | +5.7% | -7.8% | -2.6% |
| 30D | +8.6% | +13.8% | -5.2% | +7.1% |
| 3M | -0.3% | +9.1% | -9.4% | -1.4% |
| 6M | -8.9% | -24.9% | +16.0% | -7.2% |
| YTD | +8.3% | -8.0% | +16.3% | +7.7% |
| 1Y | +4.3% | +42.9% | -38.6% | -0.8% |
| 3Y | +70.7% | +926.7% | -856.0% | +14.9% |
| 5Y | +12.8% | +230.4% | -217.6% | -11.3% |
| 10Y | +287.2% | +145.9% | +141.4% | +208.1% |
| All | +792.9% | +252.6% | +540.3% | +449.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling