+499.2%
NOW vs ECHO
+155.0%
+344.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -0.9% |
| 7D | -3.0% | -2.4% | -0.6% | -2.8% |
| 30D | -26.0% | -3.1% | -22.9% | -26.0% |
| 3M | -13.1% | +8.7% | -21.8% | -14.2% |
| 6M | +14.5% | -24.8% | +39.3% | +17.2% |
| YTD | -33.4% | -13.0% | -20.5% | -33.4% |
| 1Y | -40.6% | +33.9% | -74.6% | -43.4% |
| 3Y | -16.3% | +791.8% | -808.1% | -45.6% |
| 5Y | -26.3% | +261.7% | -288.0% | -43.7% |
| All | +499.2% | +155.0% | +344.1% | +445.4% |
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