+251.0%
ECHO vs EFX
-36.4%
+287.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.2% | -1.7% |
| 7D | +5.3% | -9.4% | +14.7% | +8.0% |
| 30D | +2.4% | -6.9% | +9.3% | +4.0% |
| 3M | -21.8% | +0.1% | -21.9% | -22.8% |
| 6M | -16.9% | -17.3% | +0.4% | -13.4% |
| YTD | -16.0% | -21.8% | +5.8% | -11.5% |
| 1Y | +9.3% | -32.5% | +41.8% | +20.4% |
| 3Y | +406.2% | -12.3% | +418.6% | +401.2% |
| 5Y | +251.0% | -36.6% | +287.6% | +240.7% |
| All | +251.0% | -36.4% | +287.4% | +240.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling