+105.5%
NOK vs ECHO
+251.4%
-145.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.3% | +1.2% |
| 7D | +9.3% | +5.3% | +4.0% | +8.9% |
| 30D | +17.9% | +2.4% | +15.4% | +17.6% |
| 3M | -22.3% | -21.8% | -0.5% | -21.0% |
| 6M | +36.4% | -16.9% | +53.3% | +37.8% |
| YTD | +66.3% | -16.0% | +82.3% | +67.6% |
| 1Y | +134.4% | +9.3% | +125.1% | +131.4% |
| 3Y | +186.6% | +406.2% | -219.6% | +128.8% |
| All | +105.5% | +251.4% | -145.9% | +71.2% |
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