+649.9%
NVDL vs ECHO
+416.0%
+233.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | -10.3% | +3.7% | -14.0% | -10.9% |
| 30D | -7.1% | +0.7% | -7.8% | -7.2% |
| 3M | +6.6% | -27.3% | +33.9% | +11.8% |
| 6M | +21.1% | -17.0% | +38.0% | +24.7% |
| YTD | +15.2% | -14.3% | +29.5% | +17.6% |
| 1Y | +18.8% | +20.9% | -2.1% | +15.2% |
| 3Y | +649.9% | +423.0% | +226.9% | +462.1% |
| All | +649.9% | +416.0% | +233.9% | +462.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling