+424.5%
ECHO vs EFX
-10.8%
+435.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.1% | +7.1% | +4.8% |
| 7D | +8.6% | -7.8% | +16.4% | +10.8% |
| 30D | +3.8% | -5.7% | +9.5% | +5.1% |
| 3M | -19.9% | +2.5% | -22.4% | -21.5% |
| 6M | -12.1% | -16.7% | +4.6% | -7.8% |
| YTD | -14.1% | -20.2% | +6.1% | -9.0% |
| 1Y | +15.9% | -31.4% | +47.2% | +29.8% |
| All | +424.5% | -10.8% | +435.4% | +361.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling