+254.8%
NEM vs ECHO
+216.6%
+38.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.3% | +3.4% | -3.1% | -0.1% |
| 30D | +23.1% | +2.4% | +20.7% | +22.8% |
| 3M | +18.5% | -28.0% | +46.4% | +22.4% |
| 6M | +7.8% | -21.2% | +29.0% | +10.1% |
| YTD | +29.1% | -17.4% | +46.5% | +31.1% |
| 1Y | +72.7% | +33.6% | +39.1% | +66.5% |
| 3Y | +248.7% | +419.7% | -170.9% | +164.1% |
| 5Y | +148.7% | +241.7% | -93.0% | +96.5% |
| 10Y | +304.8% | +180.8% | +124.0% | +212.8% |
| All | +254.8% | +216.6% | +38.2% | +107.6% |
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