+224.2%
ECHO vs EFX
-30.1%
+254.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.8% |
| 7D | +9.1% | -3.6% | +12.8% | +10.0% |
| 30D | +7.2% | +25.3% | -18.1% | +0.5% |
| 3M | +6.1% | +3.8% | +2.3% | +4.2% |
| 6M | -24.2% | +12.7% | -36.9% | -28.0% |
| YTD | -9.7% | -13.1% | +3.4% | -7.8% |
| 1Y | +40.9% | -9.3% | +50.3% | +41.7% |
| 3Y | +883.3% | +3.5% | +879.7% | +824.6% |
| 5Y | +224.2% | -30.6% | +254.8% | +198.3% |
| All | +224.2% | -30.1% | +254.2% | +198.3% |
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