-74.8%
NKE vs ECHO
+257.7%
-332.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.5% | -2.0% |
| 7D | -5.5% | +2.3% | -7.8% | -5.7% |
| 30D | -10.4% | +4.4% | -14.8% | -10.8% |
| 3M | -15.8% | -20.3% | +4.5% | -14.4% |
| 6M | -33.4% | -15.3% | -18.1% | -32.8% |
| YTD | -41.0% | -15.5% | -25.5% | -40.7% |
| 1Y | -49.1% | +15.0% | -64.0% | -50.2% |
| 3Y | -59.8% | +409.1% | -468.9% | -68.6% |
| All | -74.8% | +257.7% | -332.5% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling