+192.5%
ECHO vs DVA
+187.8%
+4.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +3.7% | -1.3% | +5.0% | +4.0% |
| 30D | +0.7% | 0.0% | +0.7% | +0.6% |
| 3M | -27.3% | -10.9% | -16.4% | -26.0% |
| 6M | -17.0% | +17.3% | -34.2% | -20.7% |
| YTD | -14.3% | +59.8% | -74.1% | -24.4% |
| 1Y | +20.9% | +36.3% | -15.4% | +10.6% |
| 3Y | +423.0% | +88.6% | +334.4% | +331.5% |
| 5Y | +265.7% | +47.5% | +218.1% | +212.6% |
| All | +192.5% | +187.8% | +4.6% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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