+789.1%
NOW vs ECHO
+197.5%
+591.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.9% |
| 7D | -6.2% | +3.7% | -9.9% | -6.6% |
| 30D | +6.1% | +0.7% | +5.4% | +6.0% |
| 3M | +28.6% | -27.3% | +55.9% | +32.7% |
| 6M | +14.6% | -17.0% | +31.6% | +15.9% |
| YTD | -13.5% | -14.3% | +0.8% | -13.0% |
| 1Y | -29.4% | +20.9% | -50.3% | -31.8% |
| 3Y | +9.4% | +423.0% | -413.6% | -21.4% |
| 5Y | +2.3% | +265.7% | -263.4% | -22.2% |
| All | +789.1% | +197.5% | +591.6% | +682.9% |
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