+260.6%
ECHO vs DVA
+40.8%
+219.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | +4.4% | +1.7% | +2.7% | +4.1% |
| 3M | -20.3% | -8.7% | -11.6% | -19.4% |
| 6M | -15.3% | +19.7% | -35.0% | -18.6% |
| YTD | -15.5% | +59.6% | -75.1% | -23.6% |
| 1Y | +15.0% | +37.1% | -22.1% | +7.2% |
| 3Y | +409.1% | +89.8% | +319.4% | +335.1% |
| 5Y | +260.6% | +47.4% | +213.3% | +228.5% |
| All | +260.6% | +40.8% | +219.8% | +228.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling