+911.9%
NVDA vs ECHO
+252.6%
+659.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.6% |
| 7D | -0.3% | +5.3% | -5.7% | -1.0% |
| 30D | +2.8% | +2.4% | +0.4% | +2.5% |
| 3M | +7.4% | -21.8% | +29.2% | +10.3% |
| 6M | +22.6% | -16.9% | +39.5% | +24.8% |
| YTD | +20.1% | -16.0% | +36.1% | +21.6% |
| 1Y | +31.2% | +9.3% | +21.9% | +28.4% |
| 3Y | +391.7% | +406.2% | -14.5% | +258.6% |
| 5Y | +911.9% | +251.0% | +660.9% | +708.1% |
| All | +911.9% | +252.6% | +659.3% | +708.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling