+344.1%
NEM vs ECHO
+144.4%
+199.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | -6.4% | +5.7% | -12.1% | -6.8% |
| 30D | +1.4% | +13.8% | -12.4% | +0.3% |
| 3M | -0.7% | +9.1% | -9.8% | -1.6% |
| 6M | -4.5% | -24.9% | +20.5% | -2.9% |
| YTD | +14.0% | -8.0% | +22.0% | +14.2% |
| 1Y | +27.3% | +42.9% | -15.6% | +24.1% |
| 3Y | +250.5% | +926.7% | -676.2% | +180.2% |
| 5Y | +121.1% | +230.4% | -109.3% | +91.3% |
| All | +344.1% | +144.4% | +199.8% | +307.9% |
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 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