+412.7%
ECHO vs EFV
+88.7%
+324.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.0% |
| 7D | +5.3% | -0.5% | +5.9% | +6.1% |
| 30D | +2.4% | 0.0% | +2.4% | +2.4% |
| 3M | -21.8% | +8.4% | -30.2% | -29.9% |
| 6M | -16.9% | +12.3% | -29.3% | -28.8% |
| YTD | -16.0% | +17.4% | -33.4% | -33.0% |
| 1Y | +9.3% | +27.1% | -17.9% | -22.8% |
| All | +412.7% | +88.7% | +324.0% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling