+213.4%
NEM vs ECHO
+252.6%
-39.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.2% |
| 7D | -6.4% | +5.7% | -12.1% | -7.0% |
| 30D | +1.4% | +13.8% | -12.4% | -0.2% |
| 3M | -0.7% | +9.1% | -9.8% | -1.9% |
| 6M | -4.5% | -24.9% | +20.5% | -2.2% |
| YTD | +14.0% | -8.0% | +22.0% | +14.1% |
| 1Y | +27.3% | +42.9% | -15.6% | +21.9% |
| 3Y | +250.5% | +926.7% | -676.2% | +143.1% |
| 5Y | +121.1% | +230.4% | -109.3% | +76.3% |
| 10Y | +358.3% | +145.9% | +212.4% | +267.8% |
| All | +213.4% | +252.6% | -39.2% | +80.7% |
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