+62.3%
NEM vs ECHO
+10.0%
+52.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -3.3% | +2.3% | -5.6% | -3.9% |
| 30D | +7.8% | +4.4% | +3.4% | +6.6% |
| 3M | +36.3% | -20.3% | +56.6% | +42.3% |
| 6M | +6.6% | -15.3% | +21.9% | +9.5% |
| YTD | +27.1% | -15.5% | +42.6% | +31.5% |
| 1Y | +62.3% | +15.0% | +47.4% | +64.8% |
| All | +62.3% | +10.0% | +52.3% | +64.8% |
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