-16.7%
NVO vs ECHO
+17.8%
-34.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.3% |
| 7D | -7.6% | +3.7% | -11.3% | -8.1% |
| 30D | -6.0% | +0.7% | -6.7% | -6.1% |
| 3M | -0.8% | -27.3% | +26.5% | +4.6% |
| 6M | +16.5% | -17.0% | +33.4% | +18.5% |
| YTD | -11.1% | -14.3% | +3.2% | -9.7% |
| 1Y | -16.7% | +20.9% | -37.6% | -14.2% |
| All | -16.7% | +17.8% | -34.5% | -14.2% |
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