+144.9%
ECHO vs EFX
+80.5%
+64.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.7% |
| 7D | +5.7% | -0.8% | +6.5% | +5.9% |
| 30D | +13.8% | +25.1% | -11.3% | +6.5% |
| 3M | +9.1% | +1.7% | +7.4% | +7.6% |
| 6M | -24.9% | +18.4% | -43.3% | -29.8% |
| YTD | -8.0% | -12.5% | +4.5% | -6.9% |
| 1Y | +42.9% | -8.1% | +51.0% | +42.4% |
| 3Y | +926.7% | +4.8% | +921.9% | +866.0% |
| 5Y | +230.4% | -30.1% | +260.5% | +238.5% |
| All | +144.9% | +80.5% | +64.4% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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