+192.5%
ECHO vs EFV
+169.9%
+22.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.3% |
| 7D | +3.7% | -0.8% | +4.5% | +4.6% |
| 30D | +0.7% | +0.6% | +0.1% | 0.0% |
| 3M | -27.3% | +7.5% | -34.8% | -32.5% |
| 6M | -17.0% | +13.0% | -30.0% | -26.5% |
| YTD | -14.3% | +18.3% | -32.6% | -27.8% |
| 1Y | +20.9% | +26.7% | -5.8% | -5.2% |
| 3Y | +423.0% | +89.6% | +333.4% | +178.5% |
| 5Y | +265.7% | +98.2% | +167.5% | +86.8% |
| All | +192.5% | +169.9% | +22.6% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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