-47.4%
NKE vs ECHO
+40.1%
-87.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.0% | +3.4% | -5.4% | -2.2% |
| 30D | -8.6% | +2.4% | -10.9% | -8.8% |
| 3M | -11.0% | -28.0% | +16.9% | -8.8% |
| 6M | -33.2% | -21.2% | -12.0% | -32.1% |
| YTD | -38.1% | -17.4% | -20.7% | -37.5% |
| 1Y | -47.4% | +33.6% | -80.9% | -48.7% |
| All | -47.4% | +40.1% | -87.5% | -48.7% |
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 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