+215.2%
NKE vs ECHO
+229.4%
-14.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.8% | -1.4% |
| 7D | -0.1% | +8.6% | -8.6% | -1.4% |
| 30D | -7.7% | +3.8% | -11.4% | -8.3% |
| 3M | -10.9% | -19.9% | +9.0% | -8.1% |
| 6M | -31.9% | -12.1% | -19.8% | -31.3% |
| YTD | -38.6% | -14.1% | -24.6% | -38.2% |
| 1Y | -46.9% | +15.9% | -62.8% | -49.6% |
| 3Y | -58.2% | +417.8% | -476.0% | -75.2% |
| 5Y | -74.0% | +259.3% | -333.3% | -83.5% |
| 10Y | -21.6% | +192.7% | -214.3% | -50.0% |
| All | +215.2% | +229.4% | -14.2% | +62.0% |
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