+253.7%
ECHO vs DVA
+543.8%
-290.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.2% | +4.6% |
| 7D | +8.6% | +2.2% | +6.4% | +7.9% |
| 30D | +3.8% | -2.0% | +5.8% | +4.3% |
| 3M | -19.9% | -6.3% | -13.6% | -19.1% |
| 6M | -12.1% | +19.4% | -31.5% | -17.5% |
| YTD | -14.1% | +58.5% | -72.5% | -26.5% |
| 1Y | +15.9% | +33.9% | -18.0% | +3.9% |
| 3Y | +417.8% | +88.4% | +329.4% | +306.0% |
| 5Y | +259.3% | +39.5% | +219.8% | +198.3% |
| 10Y | +192.7% | +179.5% | +13.3% | +82.4% |
| All | +253.7% | +543.8% | -290.0% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling