+240.0%
ECHO vs EFV
+135.0%
+105.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +3.4% | +1.5% | +1.9% | +2.3% |
| 30D | +2.4% | +1.7% | +0.6% | +1.1% |
| 3M | -28.0% | +8.6% | -36.6% | -32.0% |
| 6M | -21.2% | +11.7% | -32.9% | -27.0% |
| YTD | -17.4% | +19.3% | -36.7% | -27.1% |
| 1Y | +33.6% | +30.2% | +3.4% | +10.5% |
| 3Y | +419.7% | +91.6% | +328.1% | +232.2% |
| 5Y | +241.7% | +96.4% | +145.3% | +115.3% |
| 10Y | +180.8% | +166.5% | +14.3% | +47.0% |
| All | +240.0% | +135.0% | +105.0% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling