+212.0%
NEM vs ECHO
+246.0%
-34.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.0% | -0.9% | -4.5% |
| 7D | -5.9% | +9.1% | -15.0% | -6.8% |
| 30D | -2.6% | +7.2% | -9.7% | -3.5% |
| 3M | -4.2% | +6.1% | -10.3% | -5.1% |
| 6M | -5.5% | -24.2% | +18.7% | -3.3% |
| YTD | +13.5% | -9.7% | +23.3% | +13.9% |
| 1Y | +22.2% | +40.9% | -18.8% | +17.2% |
| 3Y | +249.0% | +883.3% | -634.3% | +143.4% |
| 5Y | +120.1% | +224.2% | -104.1% | +75.8% |
| 10Y | +356.3% | +141.3% | +215.0% | +266.9% |
| All | +212.0% | +246.0% | -34.0% | +80.3% |
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