+23.5%
NVDA vs ECHO
+17.8%
+5.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | -5.1% | +3.7% | -8.9% | -5.8% |
| 30D | -2.5% | +0.7% | -3.2% | -2.7% |
| 3M | +6.7% | -27.3% | +34.0% | +11.4% |
| 6M | +17.6% | -17.0% | +34.6% | +20.7% |
| YTD | +17.3% | -14.3% | +31.6% | +19.3% |
| 1Y | +23.5% | +20.9% | +2.6% | +22.3% |
| All | +23.5% | +17.8% | +5.7% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling