+136.0%
NVO vs ECHO
+197.5%
-61.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.2% |
| 7D | -7.6% | +3.7% | -11.3% | -7.7% |
| 30D | -6.0% | +0.7% | -6.7% | -6.0% |
| 3M | -0.8% | -27.3% | +26.5% | +0.3% |
| 6M | +16.5% | -17.0% | +33.4% | +17.1% |
| YTD | -11.1% | -14.3% | +3.2% | -10.7% |
| 1Y | -16.7% | +20.9% | -37.6% | -17.2% |
| 3Y | -52.9% | +423.0% | -475.9% | -56.9% |
| 5Y | -3.0% | +265.7% | -268.7% | -9.4% |
| All | +136.0% | +197.5% | -61.5% | +132.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling