-24.9%
ECHO vs EFV
+6.5%
-31.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.4% |
| 7D | +5.7% | +2.5% | +3.1% | +2.5% |
| 30D | +13.8% | +2.9% | +10.9% | +9.8% |
| 3M | +9.1% | -1.4% | +10.5% | +12.0% |
| 6M | -24.9% | +5.5% | -30.5% | -31.4% |
| All | -24.9% | +6.5% | -31.5% | -31.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling