-51.9%
NVO vs ECHO
+408.9%
-460.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -7.4% | +2.3% | -9.7% | -7.4% |
| 30D | -5.5% | +4.4% | -9.9% | -5.6% |
| 3M | +4.1% | -20.3% | +24.4% | +4.5% |
| 6M | +19.3% | -15.3% | +34.7% | +19.7% |
| YTD | -9.2% | -15.5% | +6.3% | -8.9% |
| 1Y | -15.0% | +15.0% | -30.0% | -14.6% |
| All | -51.9% | +408.9% | -460.8% | -51.5% |
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