+940.9%
NVO vs ECHO
+222.0%
+718.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.1% |
| 7D | -4.7% | +5.3% | -10.1% | -5.2% |
| 30D | -5.4% | +2.4% | -7.9% | -5.7% |
| 3M | +7.0% | -21.8% | +28.8% | +9.0% |
| 6M | +17.6% | -16.9% | +34.5% | +18.9% |
| YTD | -8.0% | -16.0% | +7.9% | -7.2% |
| 1Y | -13.8% | +9.3% | -23.1% | -15.2% |
| 3Y | -50.3% | +406.2% | -456.5% | -61.8% |
| 5Y | +0.7% | +251.0% | -250.3% | -19.7% |
| 10Y | +155.6% | +191.3% | -35.7% | +99.3% |
| All | +940.9% | +222.0% | +718.9% | +569.1% |
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 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