+127.9%
NOK vs ECHO
+144.4%
-16.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.8% |
| 7D | +5.4% | +5.7% | -0.3% | +4.5% |
| 30D | -14.1% | +13.8% | -28.0% | -15.5% |
| 3M | -23.6% | +9.1% | -32.7% | -24.4% |
| 6M | -45.1% | -24.9% | -20.2% | -43.3% |
| YTD | +24.7% | -8.0% | +32.7% | +24.9% |
| 1Y | +19.0% | +42.9% | -23.9% | +12.6% |
| 3Y | +147.0% | +926.7% | -779.7% | +42.0% |
| 5Y | +58.2% | +230.4% | -172.2% | +19.5% |
| All | +127.9% | +144.4% | -16.4% | +84.3% |
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