+2,771.1%
NOW vs ECHO
+322.5%
+2,448.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -2.4% | +3.4% | -5.8% | -2.8% |
| 30D | +20.5% | +2.4% | +18.1% | +20.1% |
| 3M | +18.3% | -28.0% | +46.3% | +23.3% |
| 6M | +24.1% | -21.2% | +45.3% | +26.7% |
| YTD | -7.8% | -17.4% | +9.6% | -6.7% |
| 1Y | -21.4% | +33.6% | -55.0% | -26.2% |
| 3Y | +19.5% | +419.7% | -400.1% | -23.7% |
| 5Y | +4.1% | +241.7% | -237.6% | -27.2% |
| 10Y | +826.4% | +180.8% | +645.7% | +530.8% |
| All | +2,771.1% | +322.5% | +2,448.7% | +1,453.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling