+45.4%
NU vs ECHO
+240.3%
-194.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | +0.1% |
| 7D | -4.2% | +2.3% | -6.5% | -4.5% |
| 30D | +10.0% | +4.4% | +5.6% | +9.4% |
| 3M | +29.3% | -20.3% | +49.6% | +32.3% |
| 6M | +0.9% | -15.3% | +16.3% | +2.2% |
| YTD | -10.3% | -15.5% | +5.2% | -9.4% |
| 1Y | -3.2% | +15.0% | -18.1% | -6.1% |
| 3Y | +120.6% | +409.1% | -288.6% | +55.3% |
| All | +45.4% | +240.3% | -194.9% | +35.1% |
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