+127.6%
NOK vs ECHO
+193.4%
-65.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | +8.7% | +2.3% | +6.4% | +8.4% |
| 30D | +12.5% | +4.4% | +8.1% | +11.9% |
| 3M | -20.7% | -20.3% | -0.4% | -18.6% |
| 6M | +36.2% | -15.3% | +51.5% | +38.1% |
| YTD | +64.1% | -15.5% | +79.6% | +66.0% |
| 1Y | +132.4% | +15.0% | +117.4% | +125.4% |
| 3Y | +182.9% | +409.1% | -226.3% | +89.6% |
| 5Y | +102.8% | +260.6% | -157.8% | +45.1% |
| All | +127.6% | +193.4% | -65.8% | +75.0% |
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 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