+51.1%
NEM vs ECHO
+34.5%
+16.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.3% | +13.2% | +10.6% |
| 7D | +3.7% | +4.6% | -0.9% | +2.4% |
| 30D | +2.0% | +0.4% | +1.6% | +1.6% |
| 3M | +21.1% | +7.7% | +13.4% | +18.3% |
| 6M | +9.5% | -18.0% | +27.6% | +12.8% |
| YTD | +19.1% | -9.3% | +28.3% | +21.3% |
| 1Y | +51.1% | +34.2% | +16.9% | +52.9% |
| All | +51.1% | +34.5% | +16.6% | +52.9% |
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 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