+278.6%
ECHO vs DVA
+524.1%
-245.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +5.7% | -8.8% | +14.5% | +8.1% |
| 30D | +13.8% | -3.4% | +17.2% | +14.1% |
| 3M | +9.1% | -2.6% | +11.6% | +9.0% |
| 6M | -24.9% | -11.9% | -13.1% | -23.6% |
| YTD | -8.0% | +53.6% | -61.7% | -21.2% |
| 1Y | +42.9% | +41.9% | +1.0% | +25.2% |
| 3Y | +926.7% | +97.5% | +829.2% | +693.7% |
| 5Y | +230.4% | +65.0% | +165.4% | +157.9% |
| 10Y | +145.9% | +193.2% | -47.4% | +49.0% |
| All | +278.6% | +524.1% | -245.5% | +40.3% |
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