-24.0%
NKE vs ECHO
+197.5%
-221.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | -4.2% | +3.7% | -7.9% | -4.6% |
| 30D | -8.2% | +0.7% | -8.9% | -8.3% |
| 3M | -19.1% | -27.3% | +8.2% | -16.2% |
| 6M | -32.6% | -17.0% | -15.7% | -31.7% |
| YTD | -40.7% | -14.3% | -26.4% | -40.4% |
| 1Y | -48.9% | +20.9% | -69.8% | -50.9% |
| 3Y | -59.2% | +423.0% | -482.2% | -72.3% |
| 5Y | -75.3% | +265.7% | -341.0% | -82.2% |
| All | -24.0% | +197.5% | -221.5% | -40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling