+30,383.2%
NVDA vs ECHO
+216.6%
+30,166.6%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +5.9% | +3.4% | +2.5% | +5.0% |
| 30D | +5.1% | +2.4% | +2.7% | +4.5% |
| 3M | +5.4% | -28.0% | +33.3% | +13.5% |
| 6M | +26.0% | -21.2% | +47.3% | +31.9% |
| YTD | +23.7% | -17.4% | +41.1% | +26.8% |
| 1Y | +34.4% | +33.6% | +0.8% | +20.5% |
| 3Y | +375.8% | +419.7% | -43.9% | +118.8% |
| 5Y | +911.8% | +241.7% | +670.1% | +434.4% |
| 10Y | +14,899.8% | +180.8% | +14,719.0% | +7,867.2% |
| All | +30,383.2% | +216.6% | +30,166.6% | +10,359.9% |
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