+17.9%
NOW vs ECHO
+388.0%
-370.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -2.4% | +3.4% | -5.8% | -2.5% |
| 30D | +20.5% | +2.4% | +18.1% | +20.3% |
| 3M | +18.3% | -28.0% | +46.3% | +20.2% |
| 6M | +24.1% | -21.2% | +45.3% | +25.1% |
| YTD | -7.8% | -17.4% | +9.6% | -7.2% |
| 1Y | -21.4% | +33.6% | -55.0% | -22.8% |
| All | +17.9% | +388.0% | -370.2% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling