+271.6%
ECHO vs EFX
+529.1%
-257.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.7% |
| 7D | +9.1% | -3.6% | +12.8% | +10.5% |
| 30D | +7.2% | +25.3% | -18.1% | -2.2% |
| 3M | +6.1% | +3.8% | +2.3% | +3.1% |
| 6M | -24.2% | +12.7% | -36.9% | -29.6% |
| YTD | -9.7% | -13.1% | +3.4% | -8.7% |
| 1Y | +40.9% | -9.3% | +50.3% | +40.1% |
| 3Y | +883.3% | +3.5% | +879.7% | +799.5% |
| 5Y | +224.2% | -30.6% | +254.8% | +236.2% |
| 10Y | +141.3% | +80.2% | +61.1% | +49.1% |
| All | +271.6% | +529.1% | -257.5% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling